The law of the iterated logarithm for negatively associated random variables

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.

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Year of publication:	1999
Authors:	Shao, Qi-Man ; Su, Chun
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 83.1999, 1, p. 139-148
Publisher:	Elsevier
Keywords:	Negative dependence Law of the iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874819