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.
References
[1] BILLINGSLEY, P.: Convergence of Probability Measures, Wiley, New York, 1968.Search in Google Scholar
[2] CHOW, Y. S.: On the rate of moment convergence of sample sums and extrems, Bull. Inst. Math. Acad. Sin. (N.S.) 16 (1988), 177-201.Search in Google Scholar
[3] FU, K. A.-YANG, X. R.: Convergence rates of the LIL for random fields in Hilbert spaces, Math. Slovaca 61 (2011), 275-288.10.2478/s12175-011-0011-8Search in Google Scholar
[4] FU, K. A.-HU, L. H.: Moment convergence rates of LIL for negatively associated sequences, J. Korean Math. Soc. 47 (2010), 263-275.10.4134/JKMS.2010.47.2.263Search in Google Scholar
[5] GUT, A.-SPĂTARU, A.: Precise asymptotics in the Baum-Katz and Davis law of large numbers, J. Math. Anal. Appl. 248 (2000), 233-246.10.1006/jmaa.2000.6892Search in Google Scholar
[6] HSU, P. L.-ROBBINS, H.: Complete convergence and the strong law of large numbers, Proc. Natl. Acad. Sci. USA 33 (1947), 25-31.10.1073/pnas.33.2.25Search in Google Scholar
[7] JIANG, Y.-ZHANG, L. X.-PANG, T. X.: Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables, J. Math. Anal. Appl. 327 (2007), 695-714.10.1016/j.jmaa.2006.04.006Search in Google Scholar
[8] LIN, Z. Y.-LU, C. R.: Limit Theory for Mixing Dependent Random Variables, Science Press and Kluwer Academic Publishers, New York, 1996.Search in Google Scholar
[9] LIU, W. D.-LIN, Z. Y.: Precise asymptotics for a new kind of complete moment convergence, Statist. Probab. Lett. 76 (2006), 1787-1799.10.1016/j.spl.2006.04.027Search in Google Scholar
[10] SHAO, Q. M.: Almost sure invariance principles for mixing sequences of random variables, Stochastic Process. Appl. 48 (1993), 319-334.10.1016/0304-4149(93)90051-5Search in Google Scholar
[11] SHAO, Q. M.: A moment inequality and its application, Acta Math. Sinica (Chin. Ser.) 31 (1988), 736-747.Search in Google Scholar
[12] SHAO, Q. M.: A remark on the invariance principle for a _-mixing sequence, Chinese Ann. Math. Ser. A 9 (1988), 409-412 (Chinese).Search in Google Scholar
[13] SPĂTARU, A.: Precise asymptotics in Spitzer’s law of large numbers, J. Theoret. Probab. 12 (1999), 811-819.10.1023/A:1021636117551Search in Google Scholar
[14] STOUT, W. F.: Almost Sure Convergence, Academic Press, New York, 1974.Search in Google Scholar
[15] ZANG, Q. P.: Convergence rates in the complete moment of moving-average processes, Math. Slovaca 62 (2012), 967-978.10.2478/s12175-012-0058-1Search in Google Scholar
[16] ZHOU, X. C.-LIN, J. G.: Complete moment convergence of moving average processes under ρ-mixing assumption, Math. Slovaca 61 (2011), 979-992.10.2478/s12175-011-0063-9Search in Google Scholar
Mathematical Institute Slovak Academy of Sciences
Articles in the same Issue
- Radius, Diameter and the Degree Sequence of a Graph
- On Primary Ideals in Posets
- Characterization of the Set of Regular Elements in Ordered Semigroups
- Tame Automorphisms with Multidegrees in the Form of Arithmetic Progressions
- A Result Concerning Additive Mappings in Semiprime Rings
- Characterizing Jordan Derivations of Matrix Rings Through Zero Products
- Existence Results for Impulsive Nonlinear Fractional Differential Equations With Nonlocal Boundary Conditions
- The Radon-Nikodym Property and the Limit Average Range
- A Hake-Type Theorem for Integrals with Respect to Abstract Derivation Bases in the Riesz Space Setting
- On Booth Lemniscate and Hadamard Product of Analytic Functions
- Recursion Formulas for Srivastava Hypergeometric Functions
- Regularly Varying Solutions of Half-Linear Diffferential Equations with Retarded and Advanced Arguments
- Singular Degenerate Differential Operators and Applications
- The Interior Euler-Lagrange Operator in Field Theory
- On Selections of Set-Valued Maps Satisfying Some Inclusions in a Single Variable
- The Family F of Permutations of ℕ
- Summation Process of Positive Linear Operators in Two-Dimensional Weighted Spaces
- On Iλ-Statistical Convergence in Locally Solid Riesz Spaces
- Some Norm one Functions of the Volterra Operator
- Some Results on Absolute Retractivity of the Fixed Points Set of KS-Multifunctions
- Convexity in the Khalimsky Plane
- Natural Boundary Conditions in Geometric Calculus of Variations
- Exponential Inequalities for Bounded Random Variables
- Precise Rates in the Law of Iterated Logarithm for the Moment Convergence of φ-Mixing Sequences
- Second Order Riemannian Mechanics
- Further Remarks on an Order for Quantum Observables
Articles in the same Issue
- Radius, Diameter and the Degree Sequence of a Graph
- On Primary Ideals in Posets
- Characterization of the Set of Regular Elements in Ordered Semigroups
- Tame Automorphisms with Multidegrees in the Form of Arithmetic Progressions
- A Result Concerning Additive Mappings in Semiprime Rings
- Characterizing Jordan Derivations of Matrix Rings Through Zero Products
- Existence Results for Impulsive Nonlinear Fractional Differential Equations With Nonlocal Boundary Conditions
- The Radon-Nikodym Property and the Limit Average Range
- A Hake-Type Theorem for Integrals with Respect to Abstract Derivation Bases in the Riesz Space Setting
- On Booth Lemniscate and Hadamard Product of Analytic Functions
- Recursion Formulas for Srivastava Hypergeometric Functions
- Regularly Varying Solutions of Half-Linear Diffferential Equations with Retarded and Advanced Arguments
- Singular Degenerate Differential Operators and Applications
- The Interior Euler-Lagrange Operator in Field Theory
- On Selections of Set-Valued Maps Satisfying Some Inclusions in a Single Variable
- The Family F of Permutations of ℕ
- Summation Process of Positive Linear Operators in Two-Dimensional Weighted Spaces
- On Iλ-Statistical Convergence in Locally Solid Riesz Spaces
- Some Norm one Functions of the Volterra Operator
- Some Results on Absolute Retractivity of the Fixed Points Set of KS-Multifunctions
- Convexity in the Khalimsky Plane
- Natural Boundary Conditions in Geometric Calculus of Variations
- Exponential Inequalities for Bounded Random Variables
- Precise Rates in the Law of Iterated Logarithm for the Moment Convergence of φ-Mixing Sequences
- Second Order Riemannian Mechanics
- Further Remarks on an Order for Quantum Observables