A general law of precise asymptotics for products of sums under dependence

Citation
Zhang, Yong et Yang, Xiao Yun, A general law of precise asymptotics for products of sums under dependence, Acta mathematica Sinica. English series (Print) , 26(1), 2010, pp. 107-116
ISSN journal
14398516
Volume
26
Issue
1
Year of publication
2010
Pages
107 - 116
Database
ACNP
SICI code
Abstract
Let .ub;X n , n . 1.ub; be a strictly stationary LNQD (LPQD) sequence of positive random variables with EX 1 = µ > 0, and VarX 1 = . 2 < .. Denote by S n = . ni=1 X i and . = ./µ the coefficients of variation. In this paper, under some suitable conditions, we show that a general law of precise asymptotics for products of sums holds. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in the study of complete convergence.