STRONG LAWS AND SUMMABILITY FOR SEQUENCES OF φ-MIXING RANDOM VARIABLES IN BANACH SPACES

被引：5
|
作者：
Kiesel, Rudiger [1 ]
机构：
[1] Univ London, Birkbeck Coll, Dept Stat, Malet St, London WC1E 7HX, England
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 1997年 / 2卷
关键词：
Strong Laws; phi-mixing; Summability;
D O I：
10.1214/ECP.v2-982
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this note the almost sure convergence of stationary, phi-mixing sequences of random variables with values in real, separable Banach spaces according to summability methods is linked to the fulfillment of a certain integrability condition generalizing and extending the results for i.i.d. sequences. Furthermore we give via Baum-Katz type results an estimate for the rate of convergence in these laws.
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页码：27 / 41
页数：15
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