Maximal inequalities for dependent random variables and applications

DOI10.1155/2008/598319MaRDI QIDQ938476zbMATH OpenOpenAlexWikidataFDO

Authors Soo Hak Sung

Publication date 19 August 2008

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/129234

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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Cites work

• A General Approach to the Strong Law of Large Numbers
• Convergence Properties of S_n Under Moment Restrictions
• Moment Inequalities for the Maximum Cumulative Sum
• On convergence properties of sums of dependent random variables under second moment and covariance restrictions
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• SLLN and Convergence Rates for Nearly Orthogonal Sequences of Random Variables
• Strong laws of large numbers for weakly correlated random variables

Cited in

(18)

• p-norm bounds on the expectation of the maximum of a possibly dependent sample
• Convergence of stopped sums of weakly dependent random variables
• Inequalities for a class of positively dependent random variables with a common marginal
• Maximal inequalities and an invariance principle for a class of weakly dependent random variables
• A lower bound for the tail probability of partial maxima of dependent random variables and applications
• On a general approach to the strong laws of large numbers
• Max-sum equivalence of conditionally dependent random variables
• Maximal inequalities for dependent random variables
• A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
• scientific article; zbMATH DE number 3958331 (Why is no real title available?)
• A Maximal Inequality for Real Numbers with Application to Exchangeable Random Variables
• scientific article; zbMATH DE number 774950 (Why is no real title available?)
• The weakly dependent strong law of large numbers revisited
• scientific article; zbMATH DE number 5218684 (Why is no real title available?)
• A note on strong convergence of sums of dependent random variables
• A generalization of the Men'shov-Rademacher theorem
• On the strong law of large numbers for sequences of dependent random variables with finite second moments
• Some maximal inequalities for random variables and applications

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