A moment maximal inequality for dependent random variables

Zbigniew S. Szewczak

Statistics & Probability Letters, 2015, vol. 106, issue C, 129-133

Abstract: We prove a moment inequality for maxima of sums of dependent random variables and apply it to obtain the Kolmogorov–Brunk–Chung–Prokhorov–Wittmann SLLN for a class of dependent random sequences.

Keywords: Moment maximal inequality; φ, δ,ϱ coefficients; Strong laws (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:106:y:2015:i:c:p:129-133

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DOI: 10.1016/j.spl.2015.07.010

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