The law of iterated logarithm for a class of random variables satisfying Rosenthal type inequality
Let $ \{Y_n, n\geq 1\} $ be sequence of random variables with $ EY_n = 0 $ and $ \sup_nE|Y_n|^p < \infty $ for each $ p > 2 $ satisfying Rosenthal type inequality. In this paper, the law of the iterated logarithm for a class of random variable sequence with non-identical distributions is estab...
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Veröffentlicht in: | AIMS Mathematics 2021-01, Vol.6 (10), p.11076-11083 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | Let $ \{Y_n, n\geq 1\} $ be sequence of random variables with $ EY_n = 0 $ and $ \sup_nE|Y_n|^p < \infty $ for each $ p > 2 $ satisfying Rosenthal type inequality. In this paper, the law of the iterated logarithm for a class of random variable sequence with non-identical distributions is established by the Rosenthal type inequality and Berry-Esseen bounds. The results extend the known ones from i.i.d and NA cases to a class of random variable satisfying Rosenthal type inequality. |
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ISSN: | 2473-6988 2473-6988 |
DOI: | 10.3934/math.2021642 |