Precise rate in the law of iterated logarithm for ρ-mixing sequence

Author:

Wei Huang,Lixin Zhang,Ye Jiang

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference8 articles.

1. Billingsley, P., Convergence of Probability Measure, New York: Wiley, 1968.

2. Gut, A., SpĂtaru, A., Precise asymptotics in the law of the iterated logarithm, Ann. Probab., 2000,28:1870–1883.

3. Kolomogorov, A. N., Rozanov, U. A., On the strong mixing conditions of stationary Gaussian process, Probab. Theory Appl., 1960,2:222–227 (In Russian).

4. Lin, Z. Y., Lu, C. R., Limit Theory for Mixing Dependent Random Variables, New York/Beijing: Science Press and Kluwer Academic Publishers, 1996.

5. Shao, Q. M., A remark on the invariance principle for a ρ-mixing sequence, Chinese Ann. Math. Ser. A, 1988,9:409–412 (in Chinese).

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