Strassen's law of the iterated logarithm for negatively associated random vectors. (Q1766006)

From MaRDI portal





scientific article; zbMATH DE number 2138900
Language Label Description Also known as
English
Strassen's law of the iterated logarithm for negatively associated random vectors.
scientific article; zbMATH DE number 2138900

    Statements

    Strassen's law of the iterated logarithm for negatively associated random vectors. (English)
    0 references
    25 February 2005
    0 references
    The paper deals with negatively associated random vectors. First, \(m\)-weakly negatively associated random vectors are defined. Then, for a sequence of weakly stationary and \(m\)-weakly negatively associated i.i.d.\ random vectors the law of the iterated logarithm is proved under the assumption of finite second moments. Maximum-type inequalities for \(m\)-weakly negatively associated random vectors are also proved that could be of independent interest.
    0 references
    negative association
    0 references
    \(m\)-weak negative association
    0 references
    law of the iterated logarithm
    0 references
    0 references

    Identifiers