The law of the iterated logarithm for negatively associated random variables

Qi-Man Shao and Chun Su

Stochastic Processes and their Applications, 1999, vol. 83, issue 1, 139-148

Abstract: 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.

Keywords: Negative; dependence; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (13)

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