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Laws of the iterated logarithm for $$\tilde \rho$$ -mixing random variables with normal distribution

Laws of the iterated logarithm for $$\tilde \rho$$ -mixing random variables with normal distribution Consider a $$\tilde \rho$$ -mixing sequence of identically distributed random variables with the underlying distribution in the domain of attraction of the normal distribution. This paper proves that law of the iterated logarithm holds for $$\tilde \rho$$ -mixing sequences of random variables. Our results generalize and improve Theorems 1.2–1.3 of Qi and Cheng (1996) from the i.i.d. case to $$\tilde \rho$$ -mixing sequences. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Laws of the iterated logarithm for $$\tilde \rho$$ -mixing random variables with normal distribution

Acta Mathematicae Applicatae Sinica , Volume 32 (2) – Apr 29, 2016

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References (21)

Publisher
Springer Journals
Copyright
Copyright © 2016 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-016-0565-x
Publisher site
See Article on Publisher Site

Abstract

Consider a $$\tilde \rho$$ -mixing sequence of identically distributed random variables with the underlying distribution in the domain of attraction of the normal distribution. This paper proves that law of the iterated logarithm holds for $$\tilde \rho$$ -mixing sequences of random variables. Our results generalize and improve Theorems 1.2–1.3 of Qi and Cheng (1996) from the i.i.d. case to $$\tilde \rho$$ -mixing sequences.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Apr 29, 2016

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