STRONG LAWS AND SUMMABILITY FOR PHI-MIXING SEQUENCES OF RANDOM-VARIABLES

Authors
KIESEL R
Citation
R. Kiesel, STRONG LAWS AND SUMMABILITY FOR PHI-MIXING SEQUENCES OF RANDOM-VARIABLES, Journal of theoretical probability, 11(1), 1998, pp. 209-224
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of theoretical probability → ACNP
ISSN journal
08949840
Volume
11
Issue
1
Year of publication
1998
Pages
209 - 224
Database
ISI
SICI code
0894-9840(1998)11:1<209:SLASFP>2.0.ZU;2-S
Abstract
In this note the almost sure convergence of stationary, phi-mixing seq uences oi random variables according to summability methods is linked to the fulfillment of a certain integrability condition generalizing a nd extending the results for i.i.d. sequences. Furthermore we give via Baum-Katz type results an estimate for the rate of convergence in the se laws.