Strassen's law of the iterated logarithm for negatively associated random vectors. (Q1766006): Difference between revisions

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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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