Title of article :
Chover-type laws of the k-iterated logarithm for -mixing sequences of random variables
Author/Authors :
Wu، نويسنده , , Qunying and Jiang، نويسنده , , Yuanying، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2010
Abstract :
In this paper, a Chover-type law of the k-iterated logarithm is established for ρ ˜ -mixing sequences of identically distributed random variables with a distribution in the domain of an attraction of a stable distribution with an exponent in ( 0 , 2 ) . Our results generalize and improve those on Choverʹs LIL type behavior previously obtained by Mikosch (1984) [9], Vasudeva (1984) [14], and Qi and Cheng (1996) [11] from the i.i.d. case to ρ ˜ -mixing sequences.
Keywords :
? ? -Mixing sequence of random variables , Law of the k-iterated logarithm , domain of attraction
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications