Acta Scientiarum Naturalium Universitatis Pekinensis

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Convergence Rate for Asymptotic Uniformity of Distribution of Independent Sums Modulo One

CHEN Lei, QI Yongcheng   

  1. Department of Probability & Statistics, Peking University, Beijing, 100871
  • Received:1995-10-06 Online:1996-05-20 Published:1996-05-20

部分和模1(mod 1)分布渐近均匀性的收敛速度

陈雷,祁永成   

  1. 北京大学概率统计系,北京,100871

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. supB∈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

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