Consider a sequence of negatively associated and identically distributed random variableswith the underlying distribution in the domain of attraction of a stable distribution with an exponentin(0,2).A Chover's law...Consider a sequence of negatively associated and identically distributed random variableswith the underlying distribution in the domain of attraction of a stable distribution with an exponentin(0,2).A Chover's law of the iterated logarithm is established for negatively associated randomvariables.Our results generalize and improve those on Chover's law of the iterated logarithm(LIL)type behavior previously obtained by Mikosch(1984),Vasudeva(1984),and Qi and Cheng(1996)fromthe i.i.d,case to NA sequences.展开更多
Consider a sequence of i.i.d.positive random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in (1,2].A universal result in the almost sure limit theore...Consider a sequence of i.i.d.positive random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in (1,2].A universal result in the almost sure limit theorem for products of partial sums is established. Our results significantly generalize and improve those on the almost sure central limit theory previously obtained by Gonchigdanzan and Rempale and by Gonchigdanzan.In a sense,our results reach the optimal form.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.10661006the Support Program of the New Century Guangxi China Ten-Hundred-Thousand Talents Project under Grant No.2005214the Guangxi, China Science Foundation under Grant No.2010GXNSFA013120
文摘Consider a sequence of negatively associated and identically distributed random variableswith the underlying distribution in the domain of attraction of a stable distribution with an exponentin(0,2).A Chover's law of the iterated logarithm is established for negatively associated randomvariables.Our results generalize and improve those on Chover's law of the iterated logarithm(LIL)type behavior previously obtained by Mikosch(1984),Vasudeva(1984),and Qi and Cheng(1996)fromthe i.i.d,case to NA sequences.
基金Project supported by the National Natural Science Foundation of China(No.11061012)the NaturalScience Foundation of Guangxi Province(No.2012GXNSFAA053010)
文摘Consider a sequence of i.i.d.positive random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in (1,2].A universal result in the almost sure limit theorem for products of partial sums is established. Our results significantly generalize and improve those on the almost sure central limit theory previously obtained by Gonchigdanzan and Rempale and by Gonchigdanzan.In a sense,our results reach the optimal form.
