Probability inequalities for sums of weakly dependent random variables (Q1324871)

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scientific article; zbMATH DE number 578661
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    Probability inequalities for sums of weakly dependent random variables
    scientific article; zbMATH DE number 578661

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      Probability inequalities for sums of weakly dependent random variables (English)
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      19 July 1994
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      Let \(X_ 1, X_ 2,\ldots\) be a sequence of real random variables (r.v.'s), \({\mathcal F}^ b_ a\) be the \(\sigma\)-algebra generated by the r.v.'s \(X_ i\), \(a\leq i\leq b\), \({\mathbb{N}}=\{1,2,\ldots\}\), \({\mathbb{R}}\) is a real line, and \(S_ n=\sum^ n_{j=1}X_ j\). We shall be interested in upper bounds for the probabilities \(P(S_ n\geq x)\) for any \(x>0\). We shall prove some probability inequalities of Nagaev-Fuk and Bernstein types in which the mixing coefficients are contained in the multiplier of corresponding exponents [see \textit{G. G. Roussas} and \textit{D. Ioannidis}, Statistical theory and data analysis II, Proc. 2nd Pac. Area Stat. Conf., Tokyo/Jap. 1986, 293-308 (1988; Zbl 0737.62044)] in explicit form. The inequalities obtained for \(P(S_ n\geq x)\) refine or generalize in some sense the corresponding inequalities in the one-dimensional case.
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      probability inequalities
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      mixing coefficients
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