A maximal inequality for dependent random variables
For a sequence {Xn,n⩾1} of random variables satisfying E|Xn|<∞ for all n⩾1, a maximal inequality is established, and used to obtain strong law of large numbers for dependent random variables.
Publication Details
- Journal
- Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)
- Published
- 2025-02-20
- Primary Topic
- Probability and Risk Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00