Precise rates of the first moment convergence in the LIL for NA sequences (original) (raw)

Mathematische Nachrichten, 2014

Abstract

Let be a strictly stationary sequence of negatively associated random variables with zero mean and finite variance. We set and , . If , then for any , we show the precise rates of the first moment convergence in the law of the iterated logarithm for a kind of weighted infinite series of and as , and as .

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