Maximal 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 ∑i=1nXi/bi and â...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2008-07-01
|
| Series: | Journal of Inequalities and Applications |
| Online Access: | http://dx.doi.org/10.1155/2008/598319 |