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Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence

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Publication:1423956
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DOI10.1007/S11766-003-0076-4zbMath1053.60025OpenAlexW2325866034MaRDI QIDQ1423956

Ye Jiang, Wei Huang, Zhang, Lixin

Publication date: 7 March 2004

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-003-0076-4


zbMATH Keywords

law of the iterated logarithmtail probabilities\(\rho\)-mixing random variables


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)


Related Items (2)

Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations ⋮ Precise asymptotics of error variance estimator in partially linear models




Cites Work

  • Precise asymptotics in the law of the iterated logarithm.
  • Maximal inequalities for partial sums of \(\rho\)-mixing sequences
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