Some Baum-Katz type results for \({\varphi}\)-mixing random variables with different distributions (Q1935065): Difference between revisions

The authors relax Peligrad's stationarity, and Shao's identically distributed, conditions on mixing random variables, in order to obtain Baum-Katz type complete convergence results under the appropriate moment condition. Along with standard techniques, the authors adapt those from the Baum-Katz theorem for martingales. As a by-product, they obtain an improved version of the Marcinkiewicz strong law of large numbers for mixing random variables.