Precise rates in the law of the iterated logarithm under dependence assumptions

DOI10.1007/S10114-007-0995-8zbMath1146.60027OpenAlexW2034372220MaRDI QIDQ928235

Zheng Yan Lin, Wei-Dong Liu

Publication date: 11 June 2008

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-007-0995-8

zbMATH Keywords

law of the iterated logarithmstrong approximationmixing sequences

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (2)

Convergence rates of tail probabilities for sums under dependence assumptions ⋮ A general law of precise asymptotics for products of sums under dependence

Cites Work

• Invariance principles for mixing sequences of random variables
• Approximation theorems for independent and weakly dependent random vectors
• The Darling-Erdős theorem for sums of i.i.d. random variables
• Almost sure invariance principles for mixing sequences of random variables
• Complete convergence and almost sure convergence of weighted sums of random variables
• Precise asymptotics in the law of the iterated logarithm.
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
• Refinement of convergence rates for tail probabilities
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences
• The law of the iterated logarithm for identically distributed random variables
• Tail probabilities for sums of independent Banach space valued random variables

This page was built for publication: Precise rates in the law of the iterated logarithm under dependence assumptions