HOW BIG ARE THE LAG INCREMENTS OF PARTIAL SUMS OF φ-MIXING SEQUENCE
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Graphical Abstract
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Abstract
How big are the lag increments of partial sums of dependent random variables? In this paper, the question will be answered: In suitable mixing conditions, We have:\lim _B \rightarrow \infty \max _a_2 < k \in N \frac\left|S_N-S_N-K\right|\sigma_N K\2\lg (N / K)+\lg \lg K\^\frac12=1a.s.
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