Precise rates of the first moment convergence in the LIL for NA sequences |
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| Authors: | Xiao‐Yong Xiao Hong‐Wei Yin Cha‐Hua Ye |
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| Institution: | 1. Department of Mathematics, Nanchang University, Nanchang, P. R. China;2. Faculty of Science and Mathematics, Jiujiang University, P. R. China |
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| Abstract: | Let  be a strictly stationary sequence of negatively associated random variables with zero mean and finite variance. We set  and  ,  . If  , then for any  , we show the precise rates of the first moment convergence in the law of the iterated logarithm for a kind of weighted infinite series of  and  as  , and  as  . |
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| Keywords: | Precise rates the first moment convergence the law of the iterated logarithm negative association 60F15 60G50 |
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