Convergence rates of tail probabilities for sums under dependence assumptions

Citation
Yang, Xiao Rong et al., Convergence rates of tail probabilities for sums under dependence assumptions, Acta mathematica Sinica. English series (Print) , 26(8), 2010, pp. 1591-1600
ISSN journal
14398516
Volume
26
Issue
8
Year of publication
2010
Pages
1591 - 1600
Database
ACNP
SICI code
Abstract
Let {X, X 1, X 2, ...} be a zero mean strictly stationary .-mixing sequence. Set S n = . nk=1 X k and f(x p) = . .n=1 n r.2P(|S n | . x p ES2nlogn.........). When . > (2..)1/p, for p > 1/2 and r > 1, the conditions for . . . f(x p dx < . to hold is established, by using coupled methods together with strong approximation, which are different from the traditional symmetrization and Hoffman-Jørgensen inequality.