| 负相伴随机变量的非经典重对数律 |
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| 引用本文： | 蒋烨. 负相伴随机变量的非经典重对数律[J]. 高校应用数学学报(英文版), 2003, 18(2): 200-208. DOI: 10.1007/s11766-003-0025-2 |
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| 作者姓名： | 蒋烨 |
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| 作者单位： | Jiang YeDept. of Math.，Zhejiang University，Hangzhou 310028. |
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| 摘 要： | § 1 IntroductionA finite family of random variables { Xi,1≤ i≤ n} is said to be negatively associated(NA) is for every pair of disjointsubsets A1 and A2 of{ 1 ,2 ,...,n} ,Cov{ f1 (Xi,i∈ A1 ) ,f2 (Xj,j∈ A2 ) }≤ 0 ,(1 .1 )whenever f1 and f2 are coordinatewise increasing and the covariance exists.An infinitefamily is negatively associated ifevery finite subfamily is negatively associated.This defini-tion was introduced by Alam and Saxena[1 ] and Joag-Dev and Proschan[2 ] .As pointed…
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| 收稿时间： | 2005-06-05 |
A nonclassical law of iterated logarithm for negatively associated random variables |
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| Jiang Ye. A nonclassical law of iterated logarithm for negatively associated random variables[J]. Applied Mathematics A Journal of Chinese Universities, 2003, 18(2): 200-208. DOI: 10.1007/s11766-003-0025-2 |
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| Authors: | Jiang Ye |
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| Affiliation: | (1) Dept. of Math., Zhejiang University, 310028 Hangzhou |
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| Abstract: | A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper. The proof is based on a Rosenthal type maximal inequality and the subsequence method.This result extends the work of Klesov,Rosalsky (2001) and Shao,Su (1999). |
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| Keywords: | negative dependence law of iterated logarithm nonclassical law of iterated logarithm. |
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