Precise asymptotics in the law of logarithm under dependence assumptions

被引：3

作者：

Yang, Xiao-Rong ^{[1
,2
]}

Liu, Wei-Dong ^{[2
]}

Zhang, Li-Xin ^{[2
]}

机构：

[1] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310035, Zhejiang, Peoples R China

[2] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2008年 / 56卷 / 06期

基金：

中国国家自然科学基金;

关键词：

law of the logarithm; mixing sequences; precise asymptotics; strong approximation; stationary;

D O I：

10.1016/j.camwa.2008.03.011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In a recent paper by Spataru [Precise asymptotics for a series of T.L. Lai, Proc. Amer. Math. Soc. 132 (11) (2004) 3387-3395] a precise asymptotics in the law of the logarithm for sequence of i.i.d. random variables has been established. In this paper we show that there is an analogous result for strictly stationary (p-mixing sequence. To prove this result, we have to use a different method. One of our main tools is the Gaussian approximation technique. (c) 2008 elsevier Ltd. All rights reserved.

引用

页码：1634 / 1642

页数：9

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