Complete convergence of \(\rho\)-mixing sequence (Q1902241)

Let \(X_1, X_2, \dots\) be a \(\rho\)-mixing sequence of random variables and \(S_n\) denote the sum of the first \(n\) random variables. If the random variables \(X_i\)'s are identically distributed, of mean zero and finite \(p + \delta\) moment, Shao (1989) proved that \[ \sum_{n \geq 1} n^{\alpha p - 2} h(n)P \Biggl( \Bigl\{ \max_{j \leq n} |S_j |\geq \varepsilon n^\alpha \Bigr\} \Biggr)<\infty \quad \text{for any } \varepsilon > 0, \] where \(p\geq 1\), \(\alpha p > 1\), \(\alpha > 1/2\) and \(h(x)\) is a slowly varying function. Shao's result is generalized to the case where the random variables are not identically distributed.