Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4621638 | Journal of Mathematical Analysis and Applications | 2008 | 13 Pages |
Abstract
Let X1,X2,…X1,X2,… be a strictly stationary sequence of ρ -mixing random variables with mean zeros and positive, finite variances, set Sn=X1+⋯+XnSn=X1+⋯+Xn. Suppose that limn→∞ESn2/n=σ2>0, ∑n=1∞ρ2/q(2n)<∞, where q>2δ+2q>2δ+2. We prove that, if EX12(log+|X1|)δ<∞ for any 0<δ⩽10<δ⩽1, thenlimϵ↓0ϵ2δ∑n=2∞(logn)δ−1n2ESn2I(|Sn|⩾ϵσnlogn)=E|N|2δ+2δ, where N is the standard normal random variable.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Yuexu Zhao,