Article ID Journal Published Year Pages File Type
1154346 Statistics & Probability Letters 2015 5 Pages PDF
Abstract

We prove a moment inequality for maxima of sums of dependent random variables and apply it to obtain the Kolmogorov–Brunk–Chung–Prokhorov–Wittmann SLLN for a class of dependent random sequences.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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A moment maximal inequality for dependent random variables
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