Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences
type: Item
instance of: scholarly article
title: Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences
zbMATH Open document ID: 1109.60026
DOI: 10.1155/JAMSA/2006/65023
published in: Journal of Applied Mathematics and Stochastic Analysis
publication date: 2007-03-19T00:00:00Z
full work available at URL: https://eudml.org/doc/53083
review text: Summary: To derive a Baum-Katz-type result, we establish a Chover-type law of the iterated logarithm for the weighted sums of \(\rho ^{\ast}\)-mixing and identically distributed random variables with a distribution in the domain of a stable law. Our result obtained not only generalizes the main results of \textit{L. Peng} and \textit{Y. Qi} [Stat. Probab. Lett. 65, No. 4, 401--410 (2003; Zbl 1116.60323)] and \textit{Y. Qi} and \textit{P. Cheng} [Chin. Ann. Math., Ser. A 17, No. 2, 195--206 (1996; Zbl 0861.60043)] to \(\rho ^{\ast}\)-mixing sequences of random variables, but also improves them.
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 5134575
author: Guang-Hui Cai
MaRDI profile type: Publication
cites work: Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
cites work: Limiting behavior of weighted sums with stable distributions
cites work: Q4796093
cites work: A Law of the Iterated Logarithm for Stable Summands
cites work: Q4335412
cites work: On the asymptotic normality of sequences of weak dependent random variables
cites work: Maximum of partial sums and an invariance principle for a class of weak dependent random variables
cites work: Almost-sure results for a class of dependent random variables
cites work: Chover-type laws of the iterated logarithm for weighted sums.
cites work: Q4714892
cites work: Maximal inequalities and an invariance principle for a class of weakly dependent random variables
cites work: Q3362511
cites work: Q4893510
OpenAlex ID: W2093113309
Recommended article: Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences
Recommended article: A note on the Chover-type law of the iterated logarithm for the weighted partial sums of \(\alpha\)-mixing sequences
Recommended article: Q3571581
Recommended article: Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
Recommended article: Chover's law of the iterated logarithm for \(\rho^-\) mixing sequences
Recommended article: Chover-type laws of the iterated logarithm for weighted sums of NA sequences
Recommended article: Q5498498
Recommended article: Q3590832
Recommended article: Chover-type laws of the iterated logarithm for weighted sums.
Recommended article: Q3501943
description: scientific article; zbMATH DE number 5134575