Acta mathematica scientia,Series A

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On the Law of the Iterated Logarithm for Products of Sums

Chen Pingyan   

  1. Department of Mathematics, Jinan University, Guanzhou 510630
  • Received:2004-08-19 Revised:2006-10-14 Online:2008-02-25 Published:2008-02-25
  • Contact: Chen Pingyan

Abstract: Let {X,Xn,n1} be a stationary stochastic sequence of
independent, or φ-mixing, or ρ-mixing positive random variables, or {X,Xn,n1} be a positive random variable sequence such that {XnEX,n1} is a stationary ergodic martingale differences, and set Sn=j=1nXj for n1. This paper proves certain law of the iterated logarithm for properly normalized products of the partial sums, j=1nSj/n!μn when EX=μ>0 and 0<Var(X)<.

Key words: Product of sum, Laws of the iterated logarithm, Mixing sequence.

CLC Number: 

  • 60F15
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