A note on logarithmic tail asymptotics and mixing (Q1579846)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on logarithmic tail asymptotics and mixing |
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A note on logarithmic tail asymptotics and mixing (English)
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13 June 2001
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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.
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Baum-Katz law
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mixing
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regular varying tail
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rate of convergence in the strong law
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