Chover's law of the iterated logarithm for negatively associated sequences

被引：15

作者：

Wu, Qunying ^{[1
]}

Jiang, Yuanying ^{[1
]}

机构：

[1] Guilin Univ Technol, Coll Sci, Guilin 541004, Peoples R China

来源：

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2010年 / 23卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Domain of attraction; law of the iterated logarithm; negatively associated;

D O I：

10.1007/s11424-010-7258-y

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Consider a sequence of negatively associated and identically distributed random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in (0, 2). A Chover's law of the iterated logarithm is established for negatively associated random variables. Our results generalize and improve those on Chover's law of the iterated logarithm (LIL) type behavior previously obtained by Mikosch (1984), Vasudeva (1984), and Qi and Cheng (1996) from the i.i.d. case to NA sequences.

引用

页码：293 / 302

页数：10

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