中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
A central limit theorem and law of the iterated logarithm for a random field with exponential decay of correlations

文献类型:期刊论文

作者Schmuland, B; Sun, W
刊名CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES
出版日期2004-02-01
卷号56期号:1页码:209-224
关键词law of the iterated logarithm
ISSN号0008-414X
英文摘要In [6], Walter Philipp wrote that "...the law of the iterated logarithm holds for any process for which the Borel-Cantelli Lemma, the central limit theorem with a reasonably good remainder and a certain maximal inequality are valid". Many authors [1], [2], [4], [5], [9] have followed this plan in proving the law of the iterated logarithm for sequences (or fields) of dependent random variables. We carry on this tradition by proving the law of the iterated logarithm for a random field whose correlations satisfy an exponential decay condition like the one obtained by Spohn [8] for certain Gibbs measures. These do not fall into the phi-mixing or strong mixing cases established in the literature, but are needed for our investigations [7] into diffusions on configuration space. The proofs are all obtained by patching together standard results from [5], [9] while keeping a careful eye on the correlations.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000188711600010
出版者CANADIAN MATHEMATICAL SOC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/19411]  
专题中国科学院数学与系统科学研究院
通讯作者Schmuland, B
作者单位1.Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada
2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Schmuland, B,Sun, W. A central limit theorem and law of the iterated logarithm for a random field with exponential decay of correlations[J]. CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES,2004,56(1):209-224.
APA Schmuland, B,&Sun, W.(2004).A central limit theorem and law of the iterated logarithm for a random field with exponential decay of correlations.CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES,56(1),209-224.
MLA Schmuland, B,et al."A central limit theorem and law of the iterated logarithm for a random field with exponential decay of correlations".CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES 56.1(2004):209-224.

入库方式: OAI收割

来源:数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。