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
Pages
9
From page
1634
To page
1642
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
Serial Year
2008
Journal title
Computers and Mathematics with Applications
Record number
921047
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