Precise rates in the generalized law of the iterated logarithm in $\rr^m$
Received:February 06, 2017  Revised:July 18, 2017
Key Word: precise rates   the law of the iterated lagarithm   complete convergence   i.i.d. random vectors  
Fund ProjectL:Scientific Program of Department of Education of Jiang Xi Province of China Grant GJJ150894, GJJ15090
Author NameAffiliationE-mail
MING ZHOU XU Jingdezhen University 
YUN ZHENG DING Jingdezhen University  
YONGZHENG ZHOU Jingdezhen University  
Hits: 86
Download times: 
      Let \{$X$, $X_n$, $n\ge 1$\} be a sequence of i.i.d. random vectors with $\ee X=(0,\cdots,0)_{m\times 1}$ and $\cov(X,X)=\sigma^2I_m$, and set $S_n=\sum_{i=1}^{n}X_i$, $n\ge 1$. For every $d>0$ and $a_n=o((\log\log n)^{-d})$, the article deals with the precise rates in the genenralized law of the iterated logarithm for a kind of weighted infinite series of $\pp(|S_n|\ge (\varepsilon+a_n)\sigma \sqrt{n}(\log\log n)^d)$.
View Full Text  View/Add Comment  Download reader