Complete convergence for \(\alpha\)-mixing sequence (Q1373814)
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English | Complete convergence for \(\alpha\)-mixing sequence |
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Complete convergence for \(\alpha\)-mixing sequence (English)
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4 June 1998
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The paper deals with the complete convergence of sums \(S_n=X_1+\cdots +X_n\) of stationary \(\alpha\)-mixing random variables \(X_i\). Assuming conditions on the rate of the mixing coefficients and on the finiteness of \(E|X_1|^p\) for some \(p>0\), the author proves the convergence of the infinite series \(\sum_n n^{p\alpha-2} P(|S_n|>\varepsilon n^{\alpha})\) for every \(\varepsilon>0\).
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strong law of large numbers
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complete convergence
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mixing condition
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