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On convergence of ϕ-mixing sequences of random variables

✍ Scribed by William F. Stout


Publisher
Springer
Year
1974
Tongue
English
Weight
65 KB
Volume
31
Category
Article
ISSN
1432-2064

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Exponential convergence for sequences of
✍ Jiaming Sun 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 274 KB

Using the compactness in large deviation theory, this note describes a large deviation upper bound by a lower semicontinuous function. It then obtains a characterization for exponential convergence and discusses exponential convergence rates.