LIMSUP RESULTS AND A GENERALIZED UNIFORM LIL FOR AN LPQD SEQUENCE

作者：Choi Yong Kab^*; Hwang Kyo Shin; Moon Hee Jin

来源：Journal of the Korean Mathematical Society, 2012, 49(2): 223-233.

DOI：10.4134/JKMS.2012.49.2.223

• linearly positive quadrant dependence
• strictly stationary sequence
• law of the iterated logarithm

In this paper we establish some limsup results and a generalized uniform law of the iterated logarithm (LIL) for the increments of partial sums of a strictly stationary and linearly positive quadrant dependent (LPQD) sequence of random variables.

• 出版日期2012-3