On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 2, pp. 397-407
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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
Mots-clés : Parseval formula, Fourier transform.
Mots-clés : Parseval formula, Fourier transform.
@article{TVP_2001_46_2_a15,
author = {Su Chun and Taizhong Hu and Hanying Liang},
title = {On the {Logarithm} {Law} for {Strictly} {Stationary} and {Negatively} {Associated} {Arrays}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {397--407},
publisher = {mathdoc},
volume = {46},
number = {2},
year = {2001},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a15/}
}
TY - JOUR AU - Su Chun AU - Taizhong Hu AU - Hanying Liang TI - On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2001 SP - 397 EP - 407 VL - 46 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a15/ LA - ru ID - TVP_2001_46_2_a15 ER -
%0 Journal Article %A Su Chun %A Taizhong Hu %A Hanying Liang %T On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays %J Teoriâ veroâtnostej i ee primeneniâ %D 2001 %P 397-407 %V 46 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a15/ %G ru %F TVP_2001_46_2_a15
Su Chun; Taizhong Hu; Hanying Liang. On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 2, pp. 397-407. http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a15/