Maximal Inequalities for Dependent Random Variables and Applications
نویسندگان
چکیده
منابع مشابه
Maximal Inequalities for Associated Random Variables
In a celebrated work by Shao [13] several inequalities for negatively associated random variables were proved. In this paper we obtain some maximal inequalities for associated random variables. Also we establish a maximal inequality for demimartingales which generalizes and improves the result of Christofides [4].
متن کاملsome maximal inequalities for random variables and applications
in this paper, we extend some famous maximal inequalities and obtain strong laws of largenumbers for arbitrary random variables by use of these inequalities and martingale techniques.
متن کاملMaximal Inequalities for Dependent Random Variables and Applications
For a sequence {Xn, n ≥ 1} of dependent square integrable random variables and a sequence {bn, n ≥ 1} of positive numbers, we establish a maximal inequality for weighted sums of dependent random variables. Applying this inequality, we obtain the almost sure convergence of ∑n i 1Xi/bi and ∑n i 1Xi/bn. Copyright q 2008 Soo Hak Sung. This is an open access article distributed under the Creative Co...
متن کاملmaximal inequalities for associated random variables
in a celebrated work by shao [13] several inequalities for negatively associated random variables were proved. in this paper we obtain some maximal inequalities for associated random variables. also we establish a maximal inequality for demimartingales which generalizes and improves the result of christofides [4].
متن کاملRosenthal’s Type Inequalities for Negatively Orthant Dependent Random Variables
In this paper, we obtain some Rosenthal’s type inequalities for negatively orthant dependent (NOD) random variables.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2008
ISSN: 1029-242X
DOI: 10.1155/2008/598319