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Limsup results and a uniform LIL for partial sums of an LNQD sequence

✍ Scribed by Yong-Kab Choi

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
226 KB
Volume
24
Category
Article
ISSN
0893-9659

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✦ Synopsis

In this paper, we establish some limsup results and a generalized uniform law of the iterated logarithm (LIL) for the increments of partial sums of a strictly stationary and linearly negative quadrant dependent (LNQD) sequence of random variables whose covariance coefficients decay polynomially.

πŸ“œ SIMILAR VOLUMES

A limit theorem for partial sums of rand
A limit theorem for partial sums of random variables and its applications
✍ Wen Liu; Jia-an Yan; Weiguo Yang πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 131 KB

In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries, we generalize the extended Borel-Cantelli lemma, and obtain some strong laws of large numbers for Markov chains as well as a generalized strong ergodic theorem for irreducible and positive recurrent