Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices
Yun-Xia Li
Statistics & Probability Letters, 2009, vol. 79, issue 8, 1038-1043
Abstract:
For a set of negatively associated random variables indexed by , d>=2, the positive integer d-dimensional lattice points, convergence rates in the law of the iterated logarithm are discussed. Then the results of Gut (see [Gut, A. (1980). Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices. Ann. Probab. 8, 298-313]) are extended.
Date: 2009
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