PRECISE ASYMPTOTICS OF STRICTLY STATIONARY ρ-MIXING SEQUENCES
Zhao Yue-xu, Wei-Liang Sun · Xitong kexue yu shuxue · 2008
The precise asymptotics for partial sums S_n=X_1+X_2+...+X_n of strictly stationaryρ-mixing sequences are investigated,and the limit properties and the convergence rate of series sum from n=1to ∞φ(n)P(|S_n|≤eH(n))ase↘0 are given,and hence the relations between functionsφ(n) and H(n) are revealed.