Moment convergence rates in the law of the logarithm for dependent sequences

DOI10.1007/S12044-009-0034-ZMaRDI QIDQ732866zbMATH OpenOpenAlexFDO

Authors Ke-Ang Fu, Xiao Rong Yang

Publication date 15 October 2009

Published in Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12044-009-0034-z

zbMATH Keywords

tail probabilitymoment convergencenegative associationChung-type law of the logarithmthe law of the logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Limit theorems in probability theory (60F99)

Recommendations

• The rates in complete moment convergence for negatively associated sequences
• Precise rates in the law of the logarithm for negatively associated random variables
• MOMENT CONVERGENCE RATES OF LIL FOR NEGATIVELY ASSOCIATED SEQUENCES
• Precise rates of the first moment convergence in the LIL for NA sequences
• Precise rates in log laws for NA sequences

Cites work

• scientific article; zbMATH DE number 4069930 (Why is no real title available?)
• scientific article; zbMATH DE number 3738722 (Why is no real title available?)
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Moment inequalities and weak convergence for negatively associated sequences
• Multiple positive solutions for second-order m-point boundary value problems
• Negative association of random variables, with applications
• Precise asymptotics in complete moment convergence of moving-average processes
• Precise rates in the law of the logarithm for negatively associated random variables
• Precise rates in the law of the logarithm in the Hilbert space
• The law of iterated logarithm for negatively associated random variables

Cited in

(8)

• Precise rates in log laws for NA sequences
• scientific article; zbMATH DE number 1536386 (Why is no real title available?)
• Some limit results on the law of the iterated logarithm of NA sequences
• Precise rates of the first moment convergence in the LIL for NA sequences
• Moment convergence rates in the law of logarithm for moving average process under dependence
• On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays
• Precise rates in the law of the logarithm for negatively associated random variables
• The rates in complete moment convergence for negatively associated sequences

This page was built for publication: Moment convergence rates in the law of the logarithm for dependent sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q732866)