Chover’s law of the iterated logarithm for negatively associated sequences |
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| Authors: | Qunying Wu Yuanying Jiang |
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| Institution: | (1) Department of Mathematics, Zhejiang Gongshang University, Hangzhou, 310035, People’s Republic China;(2) Department of Statistics, Zhejiang Gongshang University, Hangzhou, 310035, People’s Republic China |
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| Abstract: | Consider a sequence of negatively associated and identically distributed random variables with the underlying distribution
in the domain of attraction of a stable distribution with an exponent in (0, 2). A Chover’s law of the iterated logarithm
is established for negatively associated random variables. 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) from
the i.i.d. case to NA sequences. |
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| Keywords: | |
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