A limit theorem for stationary \(\varphi{}\)-mixing sequences (Q1812551): Difference between revisions

Let \(\xi_ 1, \xi_ 2, \dots\) be a stationary \(\varphi\)-mixing sequence with \(E \xi_ 1 = 0\) and \(E \xi^ 2_ 1 < \infty\), and let \(S_ n = \xi_ 1 + \cdots + \xi_ n\), \(\sigma_ n = \text{var} (S_ n)\), and \(\sigma_ * = \lim \inf_{n \to \infty} \sigma_ n\). Suppose that \(\sigma_ * < \infty\) and \(\lim_{k \to \infty} \varphi (k) = 0\). Then, for \(t \geq 2\), \(\lim_{n \to \infty} S_ n n^{-1/t} = 0\) a.s. if and only if \(E | \xi_ 1 |^ t < \infty\).