Law of the iterated logarithm for ϕ-mixing random variables
- 20 Downloads
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- 1.C. C. Heyde and D. I. Scott, “Invariance principles for the law of the iterated logarithm, for martingales and processes with stationary increments,” Ann. Prob.,1, No. 3, 428–437 (1973).Google Scholar
- 2.W. Philipp, “The law of the iterated logarithm for mixing stochastic processes,” Ann. Math. Statist.,40, No. 6, 1985–1991 (1969).Google Scholar
- 3.W. Philipp and W. Stout, “Almost-sure invariance principles for partial sums of weakly dependent random variables,” Am. Math. Soc. Met.,2, No. 161 (1975).Google Scholar
- 4.A. Berkes and W. Philipp, “Approximation theorems for independent and weakly dependent random vectors,” Ann. Prob.,7, No. 1, 29–54 (1979).Google Scholar
- 5.C. C. Heyde, “Some properties of metrics on a study on convergence to normality,” Z. Wahrscheinlichkeitstheorie Verw. Geb.,11, No. 3, 181–192 (1969).Google Scholar
- 6.V. V. Petrov, Sums of Independent Random Variables, Springer-Verlag (1975).Google Scholar
- 7.S. A. Utev, “Some inequlities for weakly dependent random variables,” in: Third Vilnius Conference on Probability Theory and Mathematical Statistics. Contents of Dissertations, Vol. 2 (1981), pp. 204–205.Google Scholar
- 8.H. Cohn, “On a class of dependent random variables,” Rev. Roum. Pures Pures Appl.,10, No. 10, 1593–1606 (1965).Google Scholar
© Plenum Publishing Corporation 1984