A moment maximal inequality for dependent random variables

DOI10.1016/J.SPL.2015.07.010zbMath1397.60057OpenAlexW1135353733WikidataQ131316950 ScholiaQ131316950MaRDI QIDQ900545

Zbigniew S. Szewczak

Publication date: 22 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.010

zbMATH Keywords

strong laws\(\varphi\), \(\delta\),\(\varrho\) coefficientsmoment maximal inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15)

Related Items (1)

On the martingale central limit theorem for strictly stationary sequences

Cites Work

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• Sums of random variables with \(\phi\)-mixing
• A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
• An application of Rosenthal's moment inequality to the strong law of large numbers
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• Marcinkiewicz laws with infinite moments
• On complete convergence of triangular arrays of independent random variables

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