Article ID Journal Published Year Pages File Type
1153577 Statistics & Probability Letters 2011 7 Pages PDF
Abstract

In this paper the Marcinkiewicz–Zygmund inequality for mean zero independent random variables is extended to the case of nonnegative NN-demimartingales. This result can be used for obtaining large deviation inequalities for nonnegative NN-demimartingales as well as related complete convergence results.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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