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A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws - MaRDI portal

A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws (Q1897167)

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scientific article; zbMATH DE number 796526
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A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
scientific article; zbMATH DE number 796526

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    A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws (English)
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    22 April 1996
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    This paper extends Kolmogorov's maximal inequality to dependent sequences, and derives dependent Marcinkiewicz-Zygmund type strong laws of large numbers from this inequality. In particular, the stationary strongly mixing sequences have been considered, it has been proved that some condition cannot be improved.
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    Kolmogorov's maximal inequality
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    Marcinkiewicz-Zygmund type strong laws of large numbers
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    stationary strongly mixing sequences
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