CHOVER'S LAW OF THE ITERATED LOGARITHM FOR NEGATIVELY ASSOCIATED SEQUENCES

被引：0
|
作者：
Qunying WU·Yuanying JIANG College of Science
机构：
来源：
Journal of Systems Science & Complexity | 2010年 / 23卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Domain of attraction; law of the iterated logarithm; negatively associated;
D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Consider a sequence of negatively associated and identically distributed random variableswith the underlying distribution in the domain of attraction of a stable distribution with an exponentin(0,2).A Chover’s law of the iterated logarithm is established for negatively associated randomvariables.Our results generalize and improve those on Chover’s law of the iterated logarithm(LIL)type behavior previously obtained by Mikosch(1984),Vasudeva(1984),and Qi and Cheng(1996)fromthe i.i.d,case to NA sequences.
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页码：293 / 302
页数：10
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