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
基金Supported by National Natural Science Foundation of China (Grant Nos. 10771192 and 10671176) 1)
文摘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.