Convergence rates in the strong law for bounded mixing sequences
From MaRDI portal
Publication:1072219
DOI10.1007/BF00569992zbMath0587.60028WikidataQ105583325 ScholiaQ105583325MaRDI QIDQ1072219
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
renewal theoryMarcinkiewicz-Zygmund strong lawspeed of convergenceabsolutely regular sequencesaveraging a function along a random walk
Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Renewal theory (60K05)
Related Items (29)
Prediction Intervals for Synthetic Control Methods ⋮ A law of large numbers for random walks in random mixing environments. ⋮ Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean ⋮ Conditions for finite moments of waiting times in \(G/G/1\) queues ⋮ Riesz and Valiron means and fractional moments ⋮ Self-normalized Cramér-type moderate deviations under dependence ⋮ Complete moment convergence for double-indexed randomly weighted sums and its applications ⋮ Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors ⋮ Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications ⋮ Potential well spectrum and hitting time in renewal processes ⋮ Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence ⋮ Weighted sums of strongly mixing random variables with an application to nonparametric regression ⋮ Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence ⋮ Complete convergence theorems for \(L^{p}\)-mixingales. ⋮ A strong invariance principle for associated sequences ⋮ Motion of discrete interfaces in low-contrast random environments ⋮ On complete convergence for strong mixing sequences ⋮ Complete convergence for \(\alpha{}\)-mixing sequences ⋮ Convergence rates in the strong law of large numbers for Hilbert valued dependent variables ⋮ A strong invariance principle for positively or negatively associated random fields ⋮ Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations ⋮ Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions ⋮ Weak convergence of the tail empirical process for dependent sequences ⋮ Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions ⋮ A note on logarithmic tail asymptotics and mixing ⋮ Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms ⋮ On the blockwise bootstrap for empirical processes for stationary sequences ⋮ Renewal model for dependent binary sequences ⋮ On sequential nearest neighbour regression estimation
Cites Work
- Finitely determined processes - An indiscrete approach
- Convergence rates and r-quick versions of the strong law for stationary mixing sequences
- Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
- The average of the values of a function at random points
- Convergence rates of the strong law for stationary mixing sequences
- An elementary proof of the strong law of large numbers
- Probabilistic and Deterministic Averaging
- Spaces of Summable Sequences in Renewal Theory and the Theory of Markov Chains
- Convergence rates of the strong law for stationary mixing sequences
- On coupling of discrete renewal processes
- Moment bounds for stationary mixing sequences
- Moment Inequalities for the Maximum Cumulative Sum
- Convergence Rates in the Law of Large Numbers
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Convergence rates in the strong law for bounded mixing sequences