A general law of the iterated logarithm for negatively associated random variables (Q1781712)
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scientific article; zbMATH DE number 2183329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general law of the iterated logarithm for negatively associated random variables |
scientific article; zbMATH DE number 2183329 |
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A general law of the iterated logarithm for negatively associated random variables (English)
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28 June 2005
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A general law of the iterated logarithm for independent random variables proved by \textit{R. Witt\-mann} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 68, 521--543 (1985; Zbl 0547.60036)] is extended to the case of negatively associated random variables. No stationarity conditions are imposed. Some new maximum-type exponential inequalities for partial sums of negatively associated random variables are obtained and used in the proof of the main results.
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negative association
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maximal inequality
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exponential inequality
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