Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence (Q1423956): Difference between revisions

Let \((X_n;n\geq 1)\) be a strictly stationary sequence of \(\rho\)-mixing random variables with mean zero and finite variance. Set \(S_n = \sum^n_{k=1} X_k\) and \(M_n=\max_{k\leq n}| S_k|\), \(n\geq 1\). The authors give precise asymptotics for \(P(| S_n|\geq\varepsilon\sqrt {n\log\log n})\) and \(P(M_n\geq \varepsilon\sqrt {n\log\log n})\), where \(\varepsilon > 0\).