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

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  • Huang, Wei

Abstract

Let {Xn; n[greater-or-equal, slanted]0} be a sequence of negatively associated random variables. we consider its geometrically weighted series [xi]([beta])=[summation operator]n=0[infinity][beta]nXn for 0

Suggested Citation

  • Huang, Wei, 2003. "A law of the iterated logarithm for geometrically weighted series of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 133-143, June.
    • Handle: RePEc:eee:stapro:v:63:y:2003:i:2:p:133-143
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    References listed on IDEAS

    as
    1. Shao, Qi-Man & Su, Chun, 1999. "The law of the iterated logarithm for negatively associated random variables," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 139-148, September.
    2. Matula, Przemyslaw, 1992. "A note on the almost sure convergence of sums of negatively dependent random variables," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 209-213, October.
    3. Zhang, Li-Xin, 2001. "Strassen's law of the iterated logarithm for negatively associated random vectors," Stochastic Processes and their Applications, Elsevier, vol. 95(2), pages 311-328, October.
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