Law of iterated logarithm for NA sequences with non-identical distributions

被引:4
|
作者
Cai, Guang-Hui [1 ]
Wu, Hang
机构
[1] Zhejiang Gongshang Univ, Dept Math, Hangzhou 310035, Peoples R China
[2] Zhejiang Gongshang Univ, Dept Stat, Hangzhou 310035, Peoples R China
关键词
law of iterated logarithm; non-identical distribution; NA sequences;
D O I
10.1007/s12044-007-0017-x
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.
引用
收藏
页码:213 / 218
页数:6
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