Law of iterated logarithm for NA sequences with non-identical distributions

2007/07/13 by Cai, Guang-hui, Wu, Hang
#60F15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0707.1968

Abstract

Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.

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