Acta Scientiarum Naturalium Universitatis Pekinensis
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CHEN Lei, QI Yongcheng
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陈雷,祁永成
Abstract: Let {Xj, j<=1} be a sequence of i.i.d. random variables, and {Sn}be its partial sum sequence, and ξ(Sn)denote the fractional part of Sn. This paper estimates the convergence rate to asymptotic uniformity for ξ(Sn) i.e. supB∈B[0,1)|P(ξ(Sn)∈B)-P(U∈B)|.
Key words: distribution modulo1, asymptotic uniformity, convergence rate, cumulant of order k
摘要: 设{Xj}是独立同分布随机变量序列,{Sn}是其部分和序列,ξ(Sn)表示Sn的小数部分,本文讨论了ξ(Sn)渐近U[0,1)均匀分布的收敛速度,即估计supB∈B[0,1)|P(ξ(Sn)∈B)-P(U∈B)|。
关键词: 模1(mod1)分布, 渐近均匀性, 收敛速度, k阶累积量
CLC Number:
O211.4
CHEN Lei,QI Yongcheng. Convergence Rate for Asymptotic Uniformity of Distribution of Independent Sums Modulo One[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.
陈雷,祁永成. 部分和模1(mod 1)分布渐近均匀性的收敛速度[J]. 北京大学学报(自然科学版).
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https://xbna.pku.edu.cn/EN/Y1996/V32/I3/316