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Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences

Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences In this paper, we get the Hájek-Rényi-type inequalities for a pairwise NQD sequence, an L r (r > 1) mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong law of large numbers, strong growth rate and the integrability of supremum for the above sequences, which generalize and improve Corollary 2 for L r (r > 1) mixingale of Hansen. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences

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References (18)

Publisher
Springer Journals
Copyright
Copyright © 2012 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Theoretical, Mathematical and Computational Physics; Applications of Mathematics; Math Applications in Computer Science
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-012-0165-3
Publisher site
See Article on Publisher Site

Abstract

In this paper, we get the Hájek-Rényi-type inequalities for a pairwise NQD sequence, an L r (r > 1) mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong law of large numbers, strong growth rate and the integrability of supremum for the above sequences, which generalize and improve Corollary 2 for L r (r > 1) mixingale of Hansen.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jun 10, 2012

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