Functional Erd\"os-R\'enyi law of large numbers for nonconventional sums under weak dependence
classification
🧮 math.PR
keywords
enyifunctionallargenonconventionalnumbersos-rrandomsums
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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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