Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence (Q6102194)

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scientific article; zbMATH DE number 7683108
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Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence
scientific article; zbMATH DE number 7683108

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    Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence (English)
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    8 May 2023
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    The authors study the \(\beta\)-mixing sequence with heavy tails and they establish large deviations for the tailed probability \(P(S_n > b_n)\) for \(b > 1\) and the weak law of large numbers for \(S_n\). For the proofs of the main results, they use some results given by \textit{H. Berbee} [Probab. Theory Relat. Fields 74, 255--270 (1987; Zbl 0587.60028)] and \textit{G. Schwarz} [J. Math. Anal. Appl. 76, 146--158 (1980; Zbl 0457.60023)]. Their results seem to extend some important results in this direction given in [\textit{N. Gantert}, Stat. Probab. Lett. 49, No. 2, 113--118 (2000; Zbl 0963.60024); \textit{Y. Hu} and \textit{H. Nyrhinen}, J. Theor. Probab. 17, No. 3, 761--768 (2004; Zbl 1068.60038); \textit{Y. Hu} and \textit{H. Nyrhinen}, J. Theor. Probab. 17, No. 3, 761--768 (2004; Zbl 1068.60038)] or [\textit{D. Li} and \textit{Y. Miao}, Stochastics 93, No. 8, 1261--1280 (2021; Zbl 1492.60067)].
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    large deviations
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    heavy tails
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    weak law of large numbers
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    \(\beta\)-mixing sequence
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