English

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

Probability 2007-07-16 v1

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.

Keywords

Cite

@article{arxiv.0707.1968,
  title  = {Law of iterated logarithm for NA sequences with non-identical distributions},
  author = {Guang-hui Cai and Hang Wu},
  journal= {arXiv preprint arXiv:0707.1968},
  year   = {2007}
}