A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws (Q1897167): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws |
scientific article |
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A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws (English)
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22 April 1996
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This paper extends Kolmogorov's maximal inequality to dependent sequences, and derives dependent Marcinkiewicz-Zygmund type strong laws of large numbers from this inequality. In particular, the stationary strongly mixing sequences have been considered, it has been proved that some condition cannot be improved.
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Kolmogorov's maximal inequality
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Marcinkiewicz-Zygmund type strong laws of large numbers
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stationary strongly mixing sequences
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