Some probability inequalities for a class of random variables and their applications (Q395798)

The authors consider sequences \((X_n)_{n\geq1}\) of acceptable random variables introduced by \textit{R. G. Antonini} et al. [J. Math. Anal. Appl. 338, No. 2, 1188--1203 (2008; Zbl 1134.60021)], i.e., for any finite subcollection and \(\lambda\in\mathbb R\), \[ \mathbb E\Big[\exp\Big(\lambda\sum_{k=1}^nX_{i_k}\Big)\Big]\leq\prod_{k=1}^n\mathbb E[\exp(\lambda X_{i_k})] \] holds. Under additional moment conditions, some exponential inequalities for the tail of the partial sums \(S_n=\sum_{k=1}^nX_k\) of acceptable random variables are presented. As a consequence, the authors show complete convergence for the corresponding laws of large numbers.