论文信息 - Convergence rates in the strong law for bounded mixing sequences

Convergence rates in the strong law for bounded mixing sequences

SummarySpeed of convergence is studied for a Marcinkiewicz-Zygmund strong law for partial sums of bounded dependent random variables under conditions on their mixing rate. Though α-mixing is also considered, the most interesting result concerns absolutely regular sequences. The results are applied to renewal theory to show that some of the estimates obtained by other authors on coupling are best possible. Another application sharpens a result for averaging a function along a random walk.

H. Berbee | Henry Berbee

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