摘要
Consider a sequence of negatively associated and identically distributed random variableswith the underlying distribution in the domain of attraction of a stable distribution with an exponentin(0,2).A Chover's law of the iterated logarithm is established for negatively associated randomvariables.Our results generalize and improve those on Chover's law of the iterated logarithm(LIL)type behavior previously obtained by Mikosch(1984),Vasudeva(1984),and Qi and Cheng(1996)fromthe i.i.d,case to NA sequences.
Consider a sequence of negatively associated and identically distributed random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in （0, 2）. A Chover＇s law of the iterated logarithm is established for negatively associated random variables. Our results generalize and improve those on Chover＇s law of the iterated logarithm （LIL） type behavior previously obtained by Mikosch （1984）, Vasudeva （1984）, and Qi and Cheng （1996） from the i.i.d, case to NA sequences.
基金
supported by the National Natural Science Foundation of China under Grant No.10661006
the Support Program of the New Century Guangxi China Ten-Hundred-Thousand Talents Project under Grant No.2005214
the Guangxi, China Science Foundation under Grant No.2010GXNSFA013120
