A strong law for mixing random variables (Q1964605)
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English | A strong law for mixing random variables |
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A strong law for mixing random variables (English)
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21 February 2000
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The author presents an almost sure bound on the average of weakly dependent random variables by introducing the concept of \(y\)-mixing sequences. This bound is sharp and can be employed to derive a strong law of large numbers for \(\varphi\)- and \(\psi\)-mixing sequences under mild boundedness conditions. No further assumptions are made on the rate of decrease for the mixing constants.
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strong law of large numbers
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weakly dependent random variables
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mixing random variables
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\(\varphi\)-mixing random variables
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