Convergence rates in the strong law for bounded mixing sequences (Q1072219)

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scientific article; zbMATH DE number 3942613
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Convergence rates in the strong law for bounded mixing sequences
scientific article; zbMATH DE number 3942613

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    Convergence rates in the strong law for bounded mixing sequences (English)
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    1987
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    Speed of convergence is studied for a Marcinkiewicz-Zygmund strong law for partial sums of bounded dependent random variables under conditions on their mixing rate. Though \(\alpha\)-mixing is also considered, the most interesting result concerns absolutely regular sequences. The results are applied to renewal theory to show that some of the estimates obtained by other authors on coupling are best possible. Another application sharpens a result for averaging a function along a random walk.
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    speed of convergence
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    Marcinkiewicz-Zygmund strong law
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    absolutely regular sequences
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    renewal theory
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    averaging a function along a random walk
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