Complete convergence for -mixing sequences

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Publication:1209704





Let \(X_ n\) be a sequence of \(\alpha\)-mixing random variables with mean zero, uniformly bounded \(r\)-th moments and the mixing coefficient \(\alpha(n)\) and let \(S_ n\) denote the partial sum of the first \(n\) \(X\) variables. It is proved that for any \(\varepsilon>0\), \[ \sum^ \infty_{n=1}n^{p\alpha-2}P\left(\max_{i\leq n}| S_ i|\geq\varepsilon n^ \alpha\right)<\infty, \] if \(\alpha(n)=O(n^{- r(p-1)/(r-p)}\log^{-\beta}n)\), where \(1/2<\alpha\leq 1\), \(1/\alpha\leq p<r\leq\infty\) and \(\beta>rp/(r-p)\).




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