A note on logarithmic tail asymptotics and mixing (Q1579846): Difference between revisions

Let \(Y_1,Y_2,\ldots\) be a stationary and ergodic sequence of random variables. Under the assumption that this sequence is \(\beta\)-mixing, the author derives logarithmic tail asymptotics for the distribution of the arithmetic mean. The paper describes a particularly simple way of carrying over logarithmic tail asymptotics from the i.i.d. to the mixing case.