KMS Of Academy of mathematics and systems sciences, CAS
A NEW PROOF OF THE EQUIVALENCE OF ALMOST SURE STABILITY AND 1-COMPLETE STABILITY | |
ZHANG, HQ![]() | |
1991-05-01 | |
发表期刊 | UTILITAS MATHEMATICA
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ISSN | 0315-3681 |
卷号 | 39页码:219-224 |
摘要 | Let X1, X2, ... be i.i.d. random variables with distribution function F. Define mu-n = F-1 (1 - n-1) and M(n) = max (X1, ..., X(n)). {M(n)} is called almost surely stable if M(n)/mu-n --> 1 a.s. {M(n)} is called r-completely stable if SIGMA-n = 1 infinity n(r)-2 P (\(M(n)/mu-n) - 1\ > epsilon) < infinity for every epsilon > 0, where r greater-than-or-equal-to 1. In this paper, we give a new proof of the equivalence of almost sure stability and 1-complete stability. |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied ; Statistics & Probability |
WOS记录号 | WOS:A1991GB43700018 |
出版者 | UTIL MATH PUBL INC |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/7758 |
专题 | 应用数学研究所 |
作者单位 | 1.CHINESE ACAD SCI, INST APPL MATH, BEIJING, PEOPLES R CHINA 2.XIAN JIAO TONG UNIV, DEPT MATH, XIAN, PEOPLES R CHINA |
推荐引用方式 GB/T 7714 | ZHANG, HQ,WANG, RX. A NEW PROOF OF THE EQUIVALENCE OF ALMOST SURE STABILITY AND 1-COMPLETE STABILITY[J]. UTILITAS MATHEMATICA,1991,39:219-224. |
APA | ZHANG, HQ,&WANG, RX.(1991).A NEW PROOF OF THE EQUIVALENCE OF ALMOST SURE STABILITY AND 1-COMPLETE STABILITY.UTILITAS MATHEMATICA,39,219-224. |
MLA | ZHANG, HQ,et al."A NEW PROOF OF THE EQUIVALENCE OF ALMOST SURE STABILITY AND 1-COMPLETE STABILITY".UTILITAS MATHEMATICA 39(1991):219-224. |
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