A nonclassical law of iterated logarithm for negatively associated random variables

被引：0
作者：
Ye Jiang
机构：
[1] Dept of Math., Zhejiang University, Hangzhou
来源：
Applied Mathematics-A Journal of Chinese Universities | 2003年 / 18卷 / 2期
关键词：
Law of iterated logarithm; Negative dependence; 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). © 2003, Springer Verlag. All rights reserved.
引用
收藏
页码：200 / 208
页数：8
相关论文
共 50 条
12345