On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables (Q553019)

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scientific article; zbMATH DE number 5932068
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On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables
scientific article; zbMATH DE number 5932068

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    On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables (English)
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    26 July 2011
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    Let \(\{X_i: i\geq 1\}\) be a sequence of nonnegative, superadditive, dependent and uniformly bounded random variables, and consider the weighted quadratic form \[ Q_n:= \sum_{1\leq i< j\leq n} a_{ij}X,\quad n\geq 2, \] where \(\{a_{ij}: 1\leq i<j\leq n\}\) is an array of real numbers. Some probability inequalities of Kolmogorov type are obtained for weighted quadratic forms. A number of examples are also presented to demonstrate the applicability of these inequalities.
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    Kolmogorov inequality
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    negative superadditive dependent
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    quadratic forms
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    complete convergence
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