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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 16, Fasc. 1,
pages 19 - 28
 

A NOTE ON CONVERGENCE RATES IN THE STRONG LAW FOR STRONG MIXING SEQUENCES

D. J. Daley
R. D. Foley
T. Rolski

Abstract: For partial sums (S  )
  n of a stationary ergodic sequence (X  )
  n with zero mean we find conditions for

 oo  sum 
   ng-1Pr(sup(Sn/k) > e) <  oo 
n=1        k>n
in terms of the strong mixing coefficients (an) and moments of certain functions of the marginal incremental variable X1.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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