Summary
In this note we estimate the rate of convergence in Marcinkiewicz-Zygmung strong law, for partial sumsS n of strong stationary mixing sequences of random variables. The results improve the corresponding ones obtained by Tze Leung Lai (1977) and Christian Hipp (1979).
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Peligrad, M. Convergence rates of the strong law for stationary mixing sequences. Z. Wahrscheinlichkeitstheorie verw Gebiete 70, 307–314 (1985). https://doi.org/10.1007/BF02451434
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DOI: https://doi.org/10.1007/BF02451434