Abstract
A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper. The proof is based on a Rosenthal type maximal inequality and the subsequence method. This result extends the work of Klesov, Rosalsky (2001) and Shao, Su (1999).
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Jiang, Y. A nonclassical law of iterated logarithm for negatively associated random variables. Appl. Math. Chin. Univ. 18, 200–208 (2003). https://doi.org/10.1007/s11766-003-0025-2
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DOI: https://doi.org/10.1007/s11766-003-0025-2