Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences

被引:6
|
作者
Trapani, Lorenzo [1 ]
机构
[1] City Univ London, Cass Business Sch, London EC1Y 8TZ, England
关键词
Chover Law of the Iterated Logarithm; Strongly mixing sequence of random variables; Slowly varying function;
D O I
10.1016/j.jmaa.2014.06.042
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This note contains a Chover-type Law of the k-Iterated Logarithm for weighted sums of strong mixing sequences of random variables with a distribution in the domain of a stable law. We show that the upper part of the LIL is similar to other studies in the literature; conversely, the lower half is substantially different. In particular, we show that, due to the failure of the classical version of the second Borel-Cantelli lemma, the upper and the lower bounds are separated, with the lower bound being further and further away as the memory of the sequence increases. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:908 / 916
页数:9
相关论文
共 15 条