Chover-type laws of the iterated logarithm for weighted
sums of ρ∗-mixing sequences
2006 ◽
Vol 2006
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pp. 1-7
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Keyword(s):
To derive a Baum-Katz-type result, we establish a Chover-type law of the iterated logarithm for the weighted sums of ρ∗-mixing and identically distributed random variables with a distribution in the domain of a stable law. Our result obtained not only generalizes the main results of Peng and Qi (2003) and Qi and Cheng (1996) to ρ∗-mixing sequences of random variables, but also improves them.