The law of iterated logarithm for negatively associated random variables
type: Item
instance of: scholarly article
title: The law of iterated logarithm for negatively associated random variables
zbMATH Open document ID: 0997.60023
DOI: 10.1016/S0304-4149(99)00026-5
author: Chun Su
author: Q. M. Shao
published in: Stochastic Processes and their Applications
publication date: 2002-08-29T00:00:00Z
review text: The paper presents a law of iterated logarithm for strictly stationary negatively associated random sequences with zero mean and finite variance. Surprisingly, there is no other restrictive condition just \(0<EX_1^2+2\sum _{i=2}^{+\infty }E(X_1X_i)<+\infty \).
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 1792534
zbMATH Keywords: negative dependence
zbMATH Keywords: law of iterated logarithm
zbMATH Keywords: strictly stationary random sequence
reviewed by: Petr Lachout
MaRDI profile type: Publication
cites work: Q3924997
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cites work: Q4000424
cites work: Moment inequalities and weak convergence for negatively associated sequences
cites work: Q4722934
full work available at URL: s0304-4149(99)00026-5
OpenAlex ID: W2072393335
description: scientific article; zbMATH DE number 1792534