Exponential Inequality for $\tilde\rho$-Mixing Sequences and Its Applications


Aiting Shen, Huayan Zhu, Ying Zhang




Exponential inequality and complete convergence for $\tilde\rho$-mixing sequence are given. By using the exponential inequality, we study the asymptotic approximation of inverse moments for $\tilde\rho$-mixing sequences, which generalizes the corresponding one for independent sequence.