Inequalities for the tail probabilities of weighted sums of independent random variables with applications to rates of convergence to zero

DOI10.1017/S0308210500031711zbMath0505.60024MaRDI QIDQ4742058

J. E. A. Dunnage

Publication date: 1982

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cites Work

• Generalization of an inequality of Kolmogorov
• FURTHER ANALOGUES OF THE KOLMOGOROV AND HÁJEK-RÉNYI INEQUALITIES WITH APPLICATIONS TO RATES OF CONVERGENCE TO ZERO
• ANALOGUES OF THE KOLMOGOROV AND HÁJEK-RÉNYI INEQUALITIES WITH SOME APPLICATIONS TO LAWS OF LARGE NUMBERS

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