Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153185 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
Let {X,Xn,nâ¥1} be a sequence of i.i.d. random variables with EX=0 and 00 and an=o((loglogn)âd), we show the precise rates in the generalized law of the iterated logarithm for a kind of weighted infinite series of P{|Sn|â¥(ε+an)Ïn(loglogn)d}.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xiao-Yong Xiao, Li-Xin Zhang, Hong-Wei Yin,