Title of article :
Precise asymptotics in the law of logarithm under dependence assumptions
Author/Authors :
Xiao-Rong Yang، نويسنده , , Weidong Liu، نويسنده , , Li-Xin Zhang، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2008
Abstract :
In a recent paper by Spătaru [Precise asymptotics for a series of T.L. Lai, Proc. Amer. Math. Soc. 132 (11) (2004) 3387–3395] a precise asymptotics in the law of the logarithm for sequence of i.i.d. random variables has been established. In this paper we show that there is an analogous result for strictly stationary φ-mixing sequence. To prove this result, we have to use a different method. One of our main tools is the Gaussian approximation technique.
Keywords :
Mixing sequences , Law of the logarithm , Precise asymptotics , Strong approximation , Stationary
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications