Year: 2011
Author: Xuejun Wang, Yan Shen, Shuhe Hu, Wenzhi Yang
Communications in Mathematical Research , Vol. 27 (2011), Iss. 1 : pp. 6–16
Abstract
In this paper, we obtain the Hájek-Rényi-type inequality for a class of random variable sequences and give some applications for associated random variable sequences, strongly positive dependent stochastic sequences and martingale difference sequences which generalize and improve the results of Prakasa Rao and Soo published in Statist. Probab. Lett., 57(2002) and 78(2008). Using this result, we get the integrability of supremum and the strong law of large numbers for a class of random variable sequences.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2011-CMR-19102
Communications in Mathematical Research , Vol. 27 (2011), Iss. 1 : pp. 6–16
Published online: 2011-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 11
Keywords: Hájek-Rényi-type inequality associated random variable sequence strongly positive dependent stochastic sequence martingale difference sequence.