Law of iterated logarithm for NA sequences with non-identical distributions
Guang-hui Cai, Hang Wu
TL;DR
This paper extends the law of the iterated logarithm to negatively associated (NA) sequences with non-identical distributions, using a Kolmogorov-type exponential inequality to establish the result.
Contribution
It introduces a new iterated logarithm theorem for NA sequences with non-identical distributions, broadening the scope of classical results.
Findings
Established an iterated logarithm law for NA sequences with non-identical distributions.
Utilized a Kolmogorov-type exponential inequality in the proof.
Extended classical results to a broader class of dependent sequences.
Abstract
Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.
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Taxonomy
TopicsRandom Matrices and Applications · Bayesian Methods and Mixture Models · Chaos-based Image/Signal Encryption