Precise rates in the law of the logarithm for negatively associated random variables

被引:10
|
作者
Fu, Ke-Ang [1 ]
Zhang, Li-Xin [1 ]
机构
[1] Zhejiang Univ, Dept Math, Hangzhou 310027, 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; negatively associated random variables; L-2; convergence; A.s;
D O I
10.1016/j.camwa.2007.02.008
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let {X-n; n >= 1} be a strictly stationary sequence of negatively 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(infinity)(k=2) EX1 X-k. We study the precise rates of a kind of weighted infinite series of P{M-n >= epsilon sigma root n log n} and P{vertical bar S-n vertical bar >= epsilon sigma root n log n} as epsilon SE arrow 0, and P{M-n <= epsilon sigma root pi(2)n/8 log n} as epsilon NE arrow infinity. The results are related to the convergence rates of the law of the logarithm and the Chung type law of the logarithm. (c) 2007 Elsevier Ltd. All rights reserved.
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页码:687 / 698
页数:12
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