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This article is cited in 4 scientific papers (total in 4 papers)
General Maximal Inequalities Related to the Strong Law of Large Numbers
Sh. Leventala, H. Salehia, S. A. Chobanyanb a Michigan State University
b Muskhelishvili Institute of Computational Mathematics
Abstract:
For a sequence $(\xi_n)$ of random variables, we obtain maximal inequalities from which
we can derive conditions for the a.s. convergence to zero of normalized differences
$$
\frac{1}{2^n}
\biggl(\max_{2^n\le k<2^{n+1}}
\biggl|\sum^k_{i=2^n}\xi_i\biggr|-\biggl|\sum_{i=2^n}^{2^{n+1}-1}\xi_i\biggr|\biggr).
$$
The convergence to zero of this sequence leads to the strong law of large numbers (SLLN).
In the special case of quasistationary sequences, we obtain a sufficient condition for the SLLN,
which is an improvement on the well-known Móricz conditions.
Keywords:
strong law of large numbers, maximal inequality, quasistationary random sequence, Banach space, Bochner measurability, Jensen's inequality.
Received: 04.09.2004 Revised: 08.08.2006
Citation:
Sh. Levental, H. Salehi, S. A. Chobanyan, “General Maximal Inequalities Related to the Strong Law of Large Numbers”, Mat. Zametki, 81:1 (2007), 98–111; Math. Notes, 81:1 (2007), 85–96
Linking options:
https://www.mathnet.ru/eng/mzm3520https://doi.org/10.4213/mzm3520 https://www.mathnet.ru/eng/mzm/v81/i1/p98
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