The law of the iterated logarithm for negatively associated random variables
The law of the iterated logarithm for negatively associated random variables
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DOI：
10.1016/s0304-4149(99)00026-5
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发表时间：
1999-09-01
影响因子：
1.4
通讯作者：
Su, C
中科院分区：
文献类型：
--
作者：
Shao, QM;Su, C
本文证明了对于有限方差的平稳负相伴随机变量序列，重对数律成立。证明是基于Rosenthal型极大值不等式、Kolmogorov型指数不等式和Stein方法。(C)1999 Elsevier Science B.V.保留所有权利。
This paper proves that the law of the iterated logarithm holds for a stationary negatively associated sequence of random variables with finite variance. 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.