Strassen's law of the iterated logarithm for negatively associated random vectors. (Q1766006): Difference between revisions
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Revision as of 19:58, 9 February 2024
scientific article
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| English | Strassen's law of the iterated logarithm for negatively associated random vectors. |
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Strassen's law of the iterated logarithm for negatively associated random vectors. (English)
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25 February 2005
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The paper deals with negatively associated random vectors. First, \(m\)-weakly negatively associated random vectors are defined. Then, for a sequence of weakly stationary and \(m\)-weakly negatively associated i.i.d.\ random vectors the law of the iterated logarithm is proved under the assumption of finite second moments. Maximum-type inequalities for \(m\)-weakly negatively associated random vectors are also proved that could be of independent interest.
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negative association
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\(m\)-weak negative association
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law of the iterated logarithm
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