• Title of article

    Exact rates in log law for positively associated random variables

  • Author/Authors

    Fu، نويسنده , , Ke-Ang، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2009
  • Pages
    8
  • From page
    280
  • To page
    287
  • Abstract
    Let { X n ; n ⩾ 1 } be a strictly stationary sequence of positively associated random variables with mean zero and finite variance. Set S n = ∑ k = 1 n X k , M n = max k ⩽ n | S k | , n ⩾ 1 . Suppose σ 2 = E X 1 2 + 2 ∑ k = 2 ∞ E X 1 X k . In this paper, we study the exact convergence rates of a kind of weighted infinite series of P { M n ⩾ ε σ n log n } , P { | S n | ⩾ ε σ n log n } and I { | S n | ⩾ ε σ n log n } as ε ↘ 0 , respectively.
  • Keywords
    Positively associated random variables , L 2 convergence , A.s. convergence , Law of the logarithm
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2009
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1560315