Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences
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.
scientific article; zbMATH DE number 5134575
scientific article