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系统科学与数学 2008
Precise Asymptotics of Strictly Stationary \rho-Mixing Sequences
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Abstract:
The precise asymptotics for partial sums S_{n}=X_{1}+X_{2}+\cdots+X_{n}of strictly stationary \rho-mixing sequences are investigated, and the limit properties and the convergence rate of series \sum\limits_{n=1}^{\infty}\varphi(n)P(|S_{n}|\geq \varepsilon H(n)) as \varepsilon\searrow 0 are given, and hence the relations between functions \varphi(n) and H(n) are revealed.