A new inequality of Menshov-Rademacher type and the strong law of large numbers
✍ Scribed by B. Le Gac; F. Móricz; K. Tandori
- Publisher
- Akadmiai Kiad
- Year
- 1995
- Tongue
- English
- Weight
- 508 KB
- Volume
- 67
- Category
- Article
- ISSN
- 1588-2632
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Chow's maximal inequality for (sub)martingales is extended to the case of demi(sub)martingales introduced by Newman and Wright (Z. Wahrsch. Verw. Geb. 59 (1982) 361-371). This result serves as a "source" inequality for other inequalities such as the Hajek-Renyi inequality and Doob's maximal inequali
## a b s t r a c t In this work, we establish an exponential inequality for unbounded negatively orthant dependent (NOD) random variables. The inequality extends and improves the results of [1], [2], and Xing et al. (2009) [3]. We also obtain the convergence rate O(n -1/2 ln 1/2 n) for the stron