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Some Estimates for the Maximum Cumulative Sum of Independent Random Variables

✍ Scribed by Arak, T. V.; Nevzorov, V. B.

Book ID
118226694
Publisher
Society for Industrial and Applied Mathematics
Year
1974
Tongue
English
Weight
338 KB
Volume
18
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES

Some Inequalities for the Maximum of Par
Some Inequalities for the Maximum of Partial Sums of Random Variables
✍ J. MogyorΓ³di πŸ“‚ Article πŸ“… 1975 πŸ› John Wiley and Sons 🌐 English βš– 623 KB

is non-decreasing. Thus, if one applies the c,-inequality, the inequality follows trivially. From this and from the preceding inequality we obtain By our condition the sums on the right hand side converge to 0 as n -+ + 00. This proves the assertion. Remarks. It is easy to see that for p > 2 our c