A maximal inequality for dependent random variables

2022/12/23 by da Silva, João Lita
#60F15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2212.12241

Abstract

For a sequence \X_n, n \geqslant 1 \ of random variables satisfying 𝔼 | X_n | < ∞ for all n \geqslant 1, a maximal inequality is established, and used to obtain strong law of large numbers for dependent random variables.

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