Summary
We show that for a ϕ-mixing stationary sequence of bounded random variables, the average of the firstn variables converges exponentially fast withn to the mean value of these random variables.
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Work supported by the U.S. Army Research Office through the Mathematical Sciences Institute at Cornell and a NSF Grant to Cornell University
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Schonmann, R.H. Exponential convergence under mixing. Probab. Th. Rel. Fields 81, 235–238 (1989). https://doi.org/10.1007/BF00319552
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DOI: https://doi.org/10.1007/BF00319552