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Functional Erdös-Rényi law of large numbers for nonconventional sums under weak dependence (1608.01851v1)
Published 5 Aug 2016 in math.PR
Abstract: We obtain a functional Erd\H os-R\' enyi law of large numbers for "nonconventional" sums of the form $\Sig_n=\sum_{m=1}nF(X_m,X_{2m},...,X_{\ell m})$ where $X_1,X_2,...$ is a sequence of exponentially fast $\psi$-mixing random vectors and $F$ is a Borel vector function extendin in several directions our previous result concerning i.i.d. random variables $X_1,X_2,...$.
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