논문KCI 등재
Limsup results and a generalized uniform LIL for an LPQD sequence
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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.
Abstract
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.
참고문헌 (8)
- 최용갑, "Limsup results and a uniform LIL for partial sums of an LNQD sequence", APPLIED MATHEMATICS LETTERS, 24(2), pp.138~144, PERGAMON-ELSEVIER SCIENCE LTD
- 최용갑, "Limsup results and LIL for partial sum processes of a Gaussian random field", ACTA MATHEMATICA SINICA-ENGLISH SERIES, 24(0), pp.1497~1506, Springer-Verlag
- K. S. Hwang, "Asymptotic behaviors for partial sum processes of a Gaussian sequence", ACTA MATHEMATICA HUNGARICA, 103, pp.43~54 (2004), SPRINGER
- J. Esary, "Association of random variables with applications", Ann. Math. Statist, 38(4), pp.1466~1474 (1967)
- E. L. Lehmann, "Some concepts of dependence", Ann. Math. Statist, 37(4), pp.1137~1153 (1966)
- Y. X. Li, "The law of the iterated logarithm for positively dependent random variables", J. Math. Anal. Appl, 339(1), pp.259~265 (2008)
- C. M. Newman, "Asymptotic independence and limit theorems for positively and negatively dependent random variables, Inequalities in statistics and probability", Inst. Math. Statist, 5, pp.127~140 (1984)
- Y. Yang, "The asymptotical normality of the renewal process generated by strictly stationary LPQD sequences", Chinese J. Appl. Probab. Statist, 24(1), pp.37~42 (2008)
관련 논문AI추천
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