Maximal inequalities for dependent random variables and applications

被引：3

作者：

Sung, Soo Hak ^{[1
]}

机构：

[1] Pai Chai Univ, Dept Appl Math, Taejon 302735, South Korea

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2008年 / 2008卷 / 1期

关键词：

D O I：

10.1155/2008/598319

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a sequence {X(n), n >= 1} of dependent square integrable random variables and a sequence {b(n), n >= 1} of positive numbers, we establish a maximal inequality for weighted sums of dependent random variables. Applying this inequality, we obtain the almost sure convergence of Sigma(n)(i=1)X(i)/b(i) and Sigma(n)(i=1)X(i)/b(n). Copyright (c) 2008 Soo Hak Sung.

引用

页数：10

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