The law of the iterated logarithm for negatively associated random variables

Authors
Shao, QM Su, C
Citation
Qm. Shao et C. Su, The law of the iterated logarithm for negatively associated random variables, STOCH PR AP, 83(1), 1999, pp. 139-148
Citations number
11
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
83
Issue
1
Year of publication
1999
Pages
139 - 148
Database
ISI
SICI code
0304-4149(19990901)83:1<139:TLOTIL>2.0.ZU;2-T
Abstract
This paper proves that the law of the iterated logarithm holds for a statio nary negatively associated sequence of random variables with finite varianc e. The proof is based on a Rosenthal type maximal inequality, a Kolmogorov type exponential inequality and Stein's method. (C) 1999 Elsevier Science B .V. All rights reserved.