The law of the iterated logarithm for negatively associated random variables

被引：100

作者：

Shao, QM ^{[1
]}

Su, C

机构：

[1] Univ Oregon, Dept Math, Eugene, OR 97403 USA

[2] Univ Sci & Technol China, Dept Stat & Fianance, Hefei 230026, Anhui, Peoples R China

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 83卷 / 01期

关键词：

negative dependence; law of the iterated logarithm;

D O I：

10.1016/S0304-4149(99)00026-5

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：

This paper proves that the law of the iterated logarithm holds for a stationary negatively associated sequence of random variables with finite variance. The proof is based on a Rosenthal type maximal inequality, a Kolmogorov type exponential inequality and Stein's method. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：139 / 148

页数：10

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