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

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

2007-07-13

arxiv.org/abs/0707.1968v1

Mathematics

Probability

Scientific paper

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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