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.
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页数：10
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