| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4621612 | Journal of Mathematical Analysis and Applications | 2008 | 7 Pages |
Abstract
The Levy's type maximal inequality is a key to establish the law of the iterated logarithm for associated random variables. Unfortunately, this type inequality cannot be obtained for a generalization of association, i.e., linear positive quadrant dependence, because of their special dependence structure. The purpose of this paper is to provide a different approach to obtain a law of the iterated logarithm for a sequence of linear positive quadrant dependent random variables.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
