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Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices

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  • Li, Yun-Xia

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.

Suggested Citation

  • Li, Yun-Xia, 2009. "Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1038-1043, April.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:8:p:1038-1043
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    References listed on IDEAS

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    1. Zhang, Li-Xin & Wen, Jiwei, 2001. "A weak convergence for negatively associated fields," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 259-267, June.
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