Limiting Behavior of Delayed Sums of $\varphi$-Mixing under a Non-Identical Distribution Setup
Received:July 13, 2006  Revised:November 22, 2007
Key Words: stable distribution   laws of the iterated logarithm   delayed sum   integral test.  
Fund Project:the National Natural Science Foundation of China (No.60574002).
Author NameAffiliation
CHEN Ping Yan Department of Mathematics, Jinan University, Guangdong 510630, China
Department of Statistics, Jinan University, Guangdong 510630, China 
LI Feng Ling Department of Statistics, Jinan University, Guangdong 510630, China 
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Abstract:
      We present an integral test to determine the limiting behavior of delayed sums under a non-identical distribution setup for $\varphi$-mixing sequence, and deduce Chover-type laws of the iterated logarithm for them. These complement and extend the results of Vasudeva and Divanji$^{[1]}$ and Chen et al.$^{[2]}$.
Citation:
DOI:10.3770/j.issn:1000-341X.2008.03.024
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