JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2017, Vol. 52 ›› Issue (4): 13-20.doi: 10.6040/j.issn.1671-9352.0.2016.249

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Precise asymptotics in the law of iterated logarithm for the moment convergence of ρ-mixing sequences

ZHANG Ya-yun, WU Qun-ying*   

  1. College of Science, Guilin University of Technology, Guilin 541006, Guangxi, China
  • Received:2016-06-03 Online:2017-04-20 Published:2017-04-11

Abstract: Let {Xn, n≥1}be a sequence of strictly stationary of ρ-mixing random variables with zero means and finite variances. Set Sn=∑Xi, Mn=max1≤i≤n|Si|. Using the moment inequality and the central limit theorem of the ρ-mixing random variables.The precise asymptotics in the law of iterated logarithm for the moment convergence of ρ-mixing random variables of the partial sum and the maximum of the partial sum are obtained.

Key words: moment convergence, ρ-mixing random variables, precise asymptotics, the law of iterated logarithm

CLC Number: 

  • O211
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