Journal of Applied Mathematics and Stochastic Analysis
Volume 2006 (2006), Article ID 65023, 7 pages
doi:10.1155/JAMSA/2006/65023
Abstract
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.