Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions

被引:0
|
作者
Yu, Haichao [1 ]
Zhang, Yong [1 ]
机构
[1] Jilin Univ, Math Sch, Changchun 130012, Peoples R China
基金
中国国家自然科学基金;
关键词
Law of the logarithm; law of the iterated logarithm; Kolmogrov type exponential inequality; non-identical distributions; INEQUALITIES; SUMS;
D O I
10.1080/03610926.2022.2059680
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let {Y-n,n >= 1} be sequence of random variables with EYn = 0. Assume that the Kolmogrov type exponential inequality is satisfied for {Y-xj = -xI{Y-j < -x } + YjI{vertical bar Y-j vertical bar <= x} + xI{Y-j > x}, j >= 1} with any x > 0. In this paper, the law of the logarithm and law of the iterated logarithm for a class of random variables satisfying the Kolmogrov type exponential inequality with non-identical distributions are obtained. The main results not only extend the known results from NA case to a class of random variables satisfying Kolmogrov type exponential inequality, but also weaken the moment assumptions.
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页码:8169 / 8183
页数:15
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