A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws (Q1897167)
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scientific article; zbMATH DE number 796526
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| English | A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws |
scientific article; zbMATH DE number 796526 |
Statements
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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0.8599545359611511
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0.8485616445541382
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0.8482726812362671
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