MAXIMAL INEQUALITIES FOR PARTIAL-SUMS OF RHO-MIXING SEQUENCES

被引:103
作者
SHAO, QM
机构
关键词
MAXIMAL INEQUALITY; MOMENT INEQUALITY; PROBABILITY INEQUALITY; PARTIAL SUMS; RHO-MIXING;
D O I
10.1214/aop/1176988297
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A Rosenthal-type inequality for maximum partial sums of rho-mixing sequences is obtained. Applications to the complete convergence and almost sure summability of partial sums are also discussed.
引用
收藏
页码:948 / 965
页数:18
相关论文
共 16 条
[1]   CONVERGENCE RATES IN LAW OF LARGE NUMBERS [J].
BAUM, LE ;
KATZ, M .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1965, 120 (01) :108-&
[2]   MULTILINEAR FORMS AND MEASURES OF DEPENDENCE BETWEEN RANDOM-VARIABLES [J].
BRADLEY, RC ;
BRYC, W .
JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (03) :335-367
[3]  
CSORGO M, 1991, STOCHASTIC PROCESS A, V45, P283
[4]  
CSORGO M, 1961, LABORATORY RES STATI, V168
[5]  
HALL P, 1980, MARTINGALE LIMIT THE
[6]   COMPLETE CONVERGENCE AND THE LAW OF LARGE NUMBERS [J].
HSU, PL ;
ROBBINS, H .
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1947, 33 (02) :25-31
[7]  
KOLMOGOROV A. N., 1960, THEOR PROBAB APPL+, V5, P204, DOI [10.1137/1105018, DOI 10.1137/1105018]
[8]  
MORICZ F, 1982, ACTA SCI MATH, V44, P67
[9]   ON THE CENTRAL-LIMIT-THEOREM FOR RHO-MIXING SEQUENCES OF RANDOM-VARIABLES [J].
PELIGRAD, M .
ANNALS OF PROBABILITY, 1987, 15 (04) :1387-1394
[10]  
Peligrad M, 1989, ALMOST EVERYWHERE CO, P335