Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences (Q692673): Difference between revisions

Hájek-Rényi-type inequality for associated sequences was proved in [\textit{B. L. S. Prakasa Rao}, Stat. Probab. Lett. 57, No. 2, 139--143 (2002; Zbl 1001.60023)] and later improved by others. The authors obtain the Hájek-Rényi-type inequalities for a pairwise negative-quadrant-dependent (NQD) sequences, \(L^r\)-mixingales and linear processes. They have also derived the strong law of large numbers and results on the growth-rate and the integrability for suprema of such processes. For the definition of NQD sequences, see [\textit{E. L. Lehmann}, Ann. Math. Stat. 37, 1137--1153 (1966; Zbl 0146.40601)], and for a linear process, [\textit{P. Hall} and \textit{C. C. Heyde}, Martingale limit theory and its application. New York etc.: Academic Press (1980; Zbl 0462.60045)].