Title of article :
Exact rates in log law for positively associated random variables
Author/Authors :
Fu، نويسنده , , Ke-Ang، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2009
Pages :
8
From page :
280
To page :
287
Abstract :
Let { X n ; n ⩾ 1 } be a strictly stationary sequence of positively associated random variables with mean zero and finite variance. Set S n = ∑ k = 1 n X k , M n = max k ⩽ n | S k | , n ⩾ 1 . Suppose σ 2 = E X 1 2 + 2 ∑ k = 2 ∞ E X 1 X k . In this paper, we study the exact convergence rates of a kind of weighted infinite series of P { M n ⩾ ε σ n log n } , P { | S n | ⩾ ε σ n log n } and I { | S n | ⩾ ε σ n log n } as ε ↘ 0 , respectively.
Keywords :
Positively associated random variables , L 2 convergence , A.s. convergence , Law of the logarithm
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2009
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
1560315
Link To Document :
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