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Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences

✍ Scribed by Wen-zhi Yang, Yan Shen, Shu-he Hu, Xue-jun Wang

Book ID
113058335
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2012
Tongue
English
Weight
228 KB
Volume
28
Category
Article
ISSN
0168-9673

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An exponential inequality for a NOD sequ
An exponential inequality for a NOD sequence and a strong law of large numbers
✍ Xuejun Wang; Shuhe Hu; Aiting Shen; Wenzhi Yang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 219 KB

## 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