Maximal inequality for \(\psi \)-mixing sequences and its applications

DOI10.1016/j.aml.2010.04.010zbMath1197.60031OpenAlexW2337916053MaRDI QIDQ990779

Yan Shen, Wenzhi Yang, Shuhe Hu, Xue-jun Wang

Publication date: 1 September 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.04.010

zbMATH Keywords

strong law of large numbersgrowth ratemaximal inequalityintegrability of supremum\(\psi \)-mixing sequences

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (10)

Convergence rate for weighted sums of ψ-mixing random variables and applications ⋮ On some inequalities for ψ-mixing sequences and its applications in conditional value-at-risk estimate ⋮ On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application ⋮ The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples ⋮ Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models ⋮ On the complete convergence for arrays of rowwise \({\psi}\)-mixing random variables ⋮ Strong convergence properties for \({\psi}\)-mixing random variables ⋮ On a general approach to the strong laws of large numbers ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors ⋮ Some preliminary results on conditionally ψ-mixing sequences of random variables

Cites Work

• On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
• Almost sure invariance principles for mixing sequences of random variables
• A General Approach to the Strong Law of Large Numbers
• On the strong law of large numbers for a class of stochastic processes
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