A note on logarithmic tail asymptotics and mixing (Q1579846)
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scientific article; zbMATH DE number 1507142
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| English | A note on logarithmic tail asymptotics and mixing |
scientific article; zbMATH DE number 1507142 |
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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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0.7850667238235474
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0.7729509472846985
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0.7718519568443298
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0.7644818425178528
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