A functional law of the iterated logarithm for associated sequences (Q1066543)
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English | A functional law of the iterated logarithm for associated sequences |
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A functional law of the iterated logarithm for associated sequences (English)
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1985
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Recently a functional central limit theorem has been demonstrated for classes of associated random variables in a paper of \textit{C. M. Newman} and \textit{A. L. Wright}, Ann. Probab. 9, 671-675 (1981; Zbl 0465.60009). This paper provides certain useful inequalities on the joint characteristic function of normalized partial sums of associated random variables. The results of \textit{I. Berkes} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 26, 246-258 (1973; Zbl 0246.60020)] yield a functional law of the iterated logarithm for sequences of dependent random variables satisfying a condition on joint characteristic functions. These two results, and some calculations, are combined in the current paper to establish a functional law of the iterated logarithm for associated sequences. The rate at which the variance of the properly normalized partial sums approaches its limit is assumed to be polynomial.
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functional central limit theorem
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functional law of the iterated logarithm
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