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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays
Su Chuna, Taizhong Hua, Hanying Liangb a University of Science and Technology of China
b Tongji University
Abstract:
It is shown that the logarithm law holds for strictly stationary and negatively associated arrays under similar conditions to those for independent and identically distributed arrays. The Parseval formula in Fourier analysis is used to estimate some distance between negatively associated and independent random variables. Such a method is demonstrated to be useful for studying the limiting theory for negatively associated sequences.
Keywords:
negatively associated sequence, array, logarithm law, Parseval formula, Fourier transform.
Received: 28.12.1998
Citation:
Su Chun, Taizhong Hu, Hanying Liang, “On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays”, Teor. Veroyatnost. i Primenen., 46:2 (2001), 397–407; Theory Probab. Appl., 46:2 (2002), 369–379
Linking options:
https://www.mathnet.ru/eng/tvp3931https://doi.org/10.4213/tvp3931 https://www.mathnet.ru/eng/tvp/v46/i2/p397
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