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Precise Rates in the Law of Iterated Logarithm for the Moment Convergence of φ-Mixing Sequences

  • Xiao-Yong Xiao EMAIL logo and Hong-Wei Yin
Published/Copyright: February 9, 2016
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Abstract

Let {Xn | n ≥ 1} be a strictly stationary sequence of φ-mixing random variables with zero mean and finite variance. Set we show the exact rates in the law of iterated logarithm of a kind of weighted infinite series of as ε ↘ 0.

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Received: 2012-4-23
Accepted: 2013-4-16
Published Online: 2016-2-9
Published in Print: 2015-12-1

Mathematical Institute Slovak Academy of Sciences

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