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

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.