CHOVER＇S LAW OF THE ITERATED LOGARITHM FOR NEGATIVELY ASSOCIATED SEQUENCES

Consider a sequence of negatively associated and identically distributed random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in （0, 2）. A Chover＇s law of the iterated logarithm is established for negatively associated random variabl...

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Bibliographic Details
Published in:Journal of systems science and complexity 2010 (2), p.293-302
Main Author: Qunying WU Yuanying JIANG
Format: Article
Language:English
Subjects:
NA序列
吸引域
指数分布
独立同分布
负相关
重对数律
随机变量
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Summary:Consider a sequence of negatively associated and identically distributed random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in （0, 2）. A Chover＇s law of the iterated logarithm is established for negatively associated random variables. Our results generalize and improve those on Chover＇s law of the iterated logarithm （LIL） type behavior previously obtained by Mikosch （1984）, Vasudeva （1984）, and Qi and Cheng （1996） from the i.i.d, case to NA sequences.
ISSN:1009-6124
1559-7067