Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
473722 | Computers & Mathematics with Applications | 2007 | 12 Pages |
Abstract
Let {Xn;n≥1}{Xn;n≥1} be a strictly stationary sequence of negatively associated random variables with mean zero and finite variance. Set Sn=∑k=1nXk, Mn=maxk≤n|Sk|,n≥1Mn=maxk≤n|Sk|,n≥1. Suppose σ2=EX12+2∑k=2∞EX1Xk. We study the precise rates of a kind of weighted infinite series of P{Mn≥εσnlogn} and P{|Sn|≥εσnlogn} as ε↘0ε↘0, and P{Mn≤εσπ2n8logn} as ε↗∞ε↗∞. The results are related to the convergence rates of the law of the logarithm and the Chung type law of the logarithm.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Ke-Ang Fu, Li-Xin Zhang,