Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence (Q1423956)
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English | Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence |
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Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence (English)
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7 March 2004
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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 \(\varepsilon > 0\).
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\(\rho\)-mixing random variables
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law of the iterated logarithm
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tail probabilities
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