A nonclassical law of the iterated logarithm for functions of negatively associated random variables

被引：5

作者：

Huang, W ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2004年 / 22卷 / 03期

基金：

中国国家自然科学基金;

关键词：

a nonclassical law of the iterated logarithm; negatively association;

D O I：

10.1081/SAP-120030450

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We define a sequence of positive constants {h(n), n greater than or equal to 1} which is monotonically approaching infinity and which is not asymptotically equivalent to log log n but is such that lim sup(n --> infinity) Sigma(i=1)(n)(f(X-i) - Ef(X-i))/root2sigma(2)h(n) = 1 almost sure for a (strickly) stationary negatively associated sequence {X-i, i greater than or equal to 1} under some suitable condition, where f(x) is real function.

引用

页码：657 / 678

页数：22

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