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
Hauptverfasser: Yu, Haichao, Zhang, Yong
Format: Artikel
Sprache:eng
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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.
ISSN:2473-6988
2473-6988
DOI:10.3934/math.2021642