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Convergence Rates of Tail Probabilities for Sums under Dependence Assumptions
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作者 Xiao Rong YANG Wei Dong LIU +1 位作者 Ke Ang FU lin xin zhang 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2010年第8期1591-1600,共10页
Let {X,X1,X2,……}be a zero mean strictly stationary Ф-mixing sequence. Set Sn=∑n k=1 and f(x^p)=∑∞n=1 n^r-2P(|Sn|≥x^p√ES2nlog n),When ε〉(√2)1/p,for p〉1/2 and r〉1,the conditions for ∫∞ε f(x^p)... Let {X,X1,X2,……}be a zero mean strictly stationary Ф-mixing sequence. Set Sn=∑n k=1 and f(x^p)=∑∞n=1 n^r-2P(|Sn|≥x^p√ES2nlog n),When ε〉(√2)1/p,for p〉1/2 and r〉1,the conditions for ∫∞ε f(x^p)dx 〈∞ to hold is established, by using coupled methods together withstrong approximation, which are different from the traditional symmetrization and Hoffman-JФrgensen inequality. 展开更多
关键词 Complete convergence mixing sequences strong approximation
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