A NONCLASSICAL LAW OF ITERATED LOGARITHM FOR NEGATIVELY ASSOCIATED RANDOM VARIABLES

A NONCLASSICAL LAW OF ITERATED LOGARITHM FOR NEGATIVELY ASSOCIATED RANDOM VARIABLES

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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). 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).

作者 Jiang YeDept. of Math., Zhejiang University,Hangzhou 310028.

出处《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2003年第2期200-208,共9页 高校应用数学学报（英文版）（B辑）

关键词 negative dependence law of iterated logarithm nonclassical law of iterated logarithm. negative dependence, law of iterated logarithm, nonclassical law of iterated logarithm.

分类号 O211.62 [理学—概率论与数理统计]

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Applied Mathematics(A Journal of Chinese Universities)

2003年第2期

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A NONCLASSICAL LAW OF ITERATED LOGARITHM FOR NEGATIVELY ASSOCIATED RANDOM VARIABLES

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