A nonclassical law of iterated logarithm for negatively associated random variables

被引：0

作者：

Ye Jiang

机构：

[1] Zhejiang University,Dept. of Math.

来源：

Applied Mathematics-A Journal of Chinese Universities | 2003年 / 18卷 / 2期

关键词：

60F15; negative dependence; law of iterated logarithm; nonclassical law of iterated logarithm;

D O I：

10.1007/s11766-003-0025-2

中图分类号：

学科分类号：

摘要：

A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper. The proof is based on a Rosenthal type maximal inequality and the subsequence method. This result extends the work of Klesov, Rosalsky (2001) and Shao, Su (1999).

引用

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页码：200 / 208

页数：8

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