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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2001 Volume 46, Issue 2, Pages 397–407 (Mi tvp3931)

This article is cited in 4 papers

Short Communications

On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays

Su Chuna, Taizhong Hua, Hanying Liangb

a University of Science and Technology of China
b Tongji University

Abstract: 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, Parseval formula, Fourier transform.

Received: 28.12.1998

DOI: 10.4213/tvp3931


 English version:
Theory of Probability and its Applications, 2002, 46:2, 369–379

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