The law of the iterated logarithm for LNQD sequences

被引:2
|
作者
Zhang, Yong [1 ]
机构
[1] Jilin Univ, Coll Math, Changchun 130012, Jilin, Peoples R China
关键词
law of the iterated logarithm; linear process; Stein's method; LNQD sequence; Beveridge and Nelson decomposition; CENTRAL-LIMIT-THEOREM; STATIONARY LINEAR-PROCESSES; DEPENDENT RANDOM-VARIABLES; COMPLETE CONVERGENCE; WEIGHTED SUMS; INEQUALITIES; ASSOCIATION; PRODUCTS;
D O I
10.1186/s13660-017-1607-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let {xi(i), i is an element of Z} be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein's method, we establish the result of the law of the iterated logarithm for LNQD sequence with less restriction of moment conditions. We also prove the law of the iterated logarithm for a linear process generated by an LNQD sequence with the coefficients satisfying Sigma(infinity)(i=infinity) |a(i)| < infinity by a Beveridge and Nelson decomposition.
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页数:17
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