A Nonclassical Law of the Iterated Logarithm for Functions of Negatively Associated Random Variables

DOI10.1081/SAP-120030450zbMath1059.60038OpenAlexW2065638868MaRDI QIDQ3158162

Wei Huang

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120030450

zbMATH Keywords

negatively associated random variablesnonclassical law of the iterated logarithm

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (4)

A nonclassical law of the iterated logarithm for functions of positively associated random variables ⋮ A nonclassical LIL for geometrically weighted series in Banach space ⋮ A nonclassical LIL for sums of \(B\)-valued random variables when extreme terms are excluded ⋮ A nonclassical law of the iterated logarithm for self-normalized partial sums

Cites Work

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• Some concepts of negative dependence
• A note on the almost sure convergence of sums of negatively dependent random variables
• Moment inequalities and weak convergence for negatively associated sequences
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• The law of iterated logarithm for negatively associated random variables
• Strassen's law of the iterated logarithm for negatively associated random vectors.
• Negative association of random variables, with applications
• A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES
• The weak convergence for functions of negatively associated random variables

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