Moment convergence rates in the law of the logarithm for dependent sequences

被引:4
|
作者
Fu, Ke-Ang [1 ]
Yang, Xiao-Rong [1 ]
机构
[1] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Peoples R China
基金
中国国家自然科学基金;
关键词
The law of the logarithm; Chung-type law of the logarithm; negative association; moment convergence; tail probability; RANDOM-VARIABLES; PRECISE RATES;
D O I
10.1007/s12044-009-0034-z
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let {Xn; n >= 1} be a strictly stationary sequence of negaively associated random variables with mean zero and finite variance. Set S-n = Sigma(n)(k=1) X-k, M-n = max(k <= n) vertical bar S-k vertical bar, n >= 1. Suppose sigma(2) = EX12 + 2 Sigma(k=2EX1Xk)-E-infinity (0 < sigma < infinity). In this paper, the convergence rates of a kind of weighted infinite series of E{M-n-sigma epsilon root n log n} + and E{vertical bar S-n vertical bar - sigma epsilon root n log n} + as epsilon SE arrow 0 and E{sigma epsilon root pi(2)n/8 log n - M-n)(+) as epsilon NE arrow infinity are obtained.
引用
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页码:387 / 400
页数:14
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