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Precise rates in the law of the iterated logarithm under dependence assumptions

✍ Scribed by Wei Dong Liu; Zheng Yan Lin


Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2007
Tongue
English
Weight
604 KB
Volume
24
Category
Article
ISSN
1439-7617

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Precise rates in the law of logarithm fo
✍ Tian-Xiao Pang; Zheng-Yan Lin πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 559 KB

## Let {x,x~ ; n >\\_ 1} be a sequence of i.i.d, random variables. Set Sn = X1 + X2 + β€’ .. +Xn and M,~ = maxk 1. By using the strong approximation method, we obtain that for any -1 if and only if EX = 0 and EX 2 < oo, which strengthen and extend the result of Gut and Sp~taru [1], where N is the stan