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A law of the iterated logarithm for geometrically weighted series of negatively associated random variables

✍ Scribed by Wei Huang

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
241 KB
Volume
63
Category
Article
ISSN
0167-7152

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✦ Synopsis

Let {X n ; n ¿ 0} be a sequence of negatively associated random variables. we consider its geometrically weighted series (ÿ) = ∞ n = 0 ÿ n X n for 0 ‘ ÿ ‘ 1 and establish the LIL for (ÿ) as ÿ 1.

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