Strassen's law of the iterated logarithm for negatively associated random vectors.
type: Item
instance of: scholarly article
title: Strassen's law of the iterated logarithm for negatively associated random vectors.
zbMATH Open document ID: 1059.60042
DOI: 10.1016/S0304-4149(01)00107-7
published in: Stochastic Processes and their Applications
publication date: 2005-02-25T00:00:00Z
review text: 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.
reviewed by: Zuzana Prášková
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 2138900
zbMATH Keywords: negative association
zbMATH Keywords: \(m\)-weak negative association
zbMATH Keywords: law of the iterated logarithm
author: Lixin Zhang
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2138900