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ON THE HAJECK-RENYI-TYPE INEQUALITY FOR -MIXING SEQUENCES
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  • Journal title : Honam Mathematical Journal
  • Volume 30, Issue 3,  2008, pp.479-486
  • Publisher : The Honam Mathematical Society
  • DOI : 10.5831/HMJ.2008.30.3.479
 Title & Authors
ON THE HAJECK-RENYI-TYPE INEQUALITY FOR -MIXING SEQUENCES
Choi, Jeong-Yeol; Baek, Jong-Il;
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 Abstract
Let {, F, P} be a probability space and {} be a sequence of random variables defined on it. We study the Hajeck-Renyi-type inequality for p..mixing random variable sequences and obtain the strong law of large numbers by using this inequality. We also consider the strong law of large numbers for weighted sums of -mixing sequences.
 Keywords
-mixing random variable sequence;Hajeck-Renyi inequality;Strong law of large numbers;
 Language
English
 Cited by
 References
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