A strong law for mixing random variables
The author presents an almost sure bound on the average of weakly dependent random variables by introducing the concept of \(y\)-mixing sequences. This bound is sharp and can be employed to derive a strong law of large numbers for \(\varphi\)- and \(\psi\)-mixing sequences under mild boundedness conditions. No further assumptions are made on the rate of decrease for the mixing constants.
scientific article; zbMATH DE number 1404411