Some Strong Limit Theorems for the Largest Entries of Sample Correlation Matrices

نویسندگان

  • D. LI
  • A. ROSALSKY
چکیده

Let {Xk,i; i≥ 1, k ≥ 1} be an array of i.i.d. random variables and let {pn;n ≥ 1} be a sequence of positive integers such that n/pn is bounded away from 0 and∞. ForWn =max1≤i 1/2), (ii) limn→∞ n Ln = 0 a.s. (1/2 < α ≤ 1), (iii) limn→∞ Wn √ n logn = 2 a.s. and (iv)

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تاریخ انتشار 2006