DOI QR코드

DOI QR Code

ON THE HAJECK-RENYI-TYPE INEQUALITY FOR $\tilde{\rho}$-MIXING SEQUENCES

Choi, Jeong-Yeol;Baek, Jong-Il

  • Received : 2008.05.27
  • Accepted : 2008.09.09
  • Published : 2008.09.25

Abstract

Let {${\Omega}$, F, P} be a probability space and {$X_n{\mid}n{\geq}1$} 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 ${\tilde{\rho}}$-mixing sequences.

Keywords

${\tilde{\rho}}$-mixing random variable sequence;Hajeck-Renyi inequality;Strong law of large numbers

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