The law of the iterated logarithm for positively dependent random variables |
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| Authors: | Yun-Xia Li Jian-Feng Wang |
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| Institution: | a School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310018, PR China
b Zhejiang Local Taxation Bureau, Zhejiang, Hangzhou 310007, PR China |
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| Abstract: | The Levy's type maximal inequality is a key to establish the law of the iterated logarithm for associated random variables. Unfortunately, this type inequality cannot be obtained for a generalization of association, i.e., linear positive quadrant dependence, because of their special dependence structure. The purpose of this paper is to provide a different approach to obtain a law of the iterated logarithm for a sequence of linear positive quadrant dependent random variables. |
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| Keywords: | Law of the iterated logarithm Positive dependence Linear positive quadrant dependence Association |
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