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A moment maximal inequality for dependent random variables

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  • Szewczak, Zbigniew S.

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.

Suggested Citation

  • Szewczak, Zbigniew S., 2015. "A moment maximal inequality for dependent random variables," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 129-133.
    • Handle: RePEc:eee:stapro:v:106:y:2015:i:c:p:129-133
    DOI: 10.1016/j.spl.2015.07.010
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    References listed on IDEAS

    as
    1. Szewczak, Zbigniew S., 2012. "On Dobrushin’s inequality," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1202-1207.
    2. Wittmann, Rainer, 1985. "An application of rosenthal's moment inequality to the strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 3(3), pages 131-133, June.
    3. Berkes, István & Weber, Michel, 2007. "On complete convergence of triangular arrays of independent random variables," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 952-963, June.
    Full references (including those not matched with items on IDEAS)

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