Journal of Applied Mathematics and Stochastic Analysis
Volume 2006 (2006), Article ID 65023, 7 pages

Chover-type laws of the iterated logarithm for weighted sums of ρ-mixing sequences

Guang-hui Cai

Department of Mathematics and Statistics, Zhejiang Gongshang University, Hangzhou 310035, China

Received 24 September 2004; Revised 31 May 2005; Accepted 31 May 2005

Copyright © 2006 Guang-hui Cai. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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.