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.
机构:
Zhejiang Gongshang Univ, Coll Stat & Math, Hangzhou 310018, Peoples R ChinaZhejiang Gongshang Univ, Coll Stat & Math, Hangzhou 310018, Peoples R China
Cai, Guang-hui
Pan, Xue-yan
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机构:
Zhejiang Gongshang Univ, Coll Stat & Math, Hangzhou 310018, Peoples R ChinaZhejiang Gongshang Univ, Coll Stat & Math, Hangzhou 310018, Peoples R China
机构:
Hangzhou Normal Univ, Dept Math, Hangzhou 310036, Zhejiang, Peoples R ChinaHangzhou Normal Univ, Dept Math, Hangzhou 310036, Zhejiang, Peoples R China
机构:
Gyeongsang Natl Univ, Res Inst Nat Sci, Jinju 660701, South KoreaHangzhou Normal Univ, Dept Math, Hangzhou 310036, Zhejiang, Peoples R China
Hwang, Kyo-Shin
Wang, Wensheng
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机构:
Hangzhou Normal Univ, Dept Math, Hangzhou 310036, Zhejiang, Peoples R ChinaHangzhou Normal Univ, Dept Math, Hangzhou 310036, Zhejiang, Peoples R China