Title of article :
The law of the iterated logarithm for negatively associated random variables
Author/Authors :
Shao، نويسنده , , Qi-Man and Su، نويسنده , , Chun، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
10
From page :
139
To page :
148
Abstract :
This paper proves that the law of the iterated logarithm holds for a stationary negatively associated sequence of random variables with finite variance. The proof is based on a Rosenthal type maximal inequality, a Kolmogorov type exponential inequality and Steinʹs method.
Keywords :
negative dependence , Law of the iterated logarithm
Journal title :
Stochastic Processes and their Applications
Serial Year :
1999
Journal title :
Stochastic Processes and their Applications
Record number :
1576510
Link To Document :
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