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The influence of sample extremes on the maximum of partial sums of independent random variables

✍ Scribed by O. P. Vinogradov


Publisher
Springer US
Year
1995
Tongue
English
Weight
232 KB
Volume
76
Category
Article
ISSN
1573-8795

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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