On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables (Q935827)

Let \(\{X_n: n\geq 1\}\) be a sequence of identically distributed \(\rho\)-mixing random variables and set \(S_n:= \sum^n_{k=1} X_k\), \(n\geq 1\). Denote by \(\rho(k)\) the maximal correlation coefficient of the sequence \(\{X_n\}\). The following theorem is proved. Let \(0< r< 2\), \(s:= 2\) if \(0< 2p< 2\) and \(s> p\) if \(p\geq 2\). If \(\sum^\infty_{n=1} \rho^{2/s}(2^n)< \infty\), then the following conditions are equivalent (i) \(E|X|^r<\infty\) if \(p< r\), \(E|X|^r\log(1+ |X|)< \infty\) if \(p= r\), and \(E|X|^p< \infty\) if \(p> r\); (ii) \(E\sup){n\geq 1} n^{-1/r}|X_n|< \infty\), (iii) \(E\sup_{n\geq 1} n^{-1/r}|S_n|<\infty\). The same equivalences are known in the independent case.