Maximal Inequalities for Dependent Random Variables and Applications
© Soo Hak Sung. 2008
Received: 16 April 2008
Accepted: 7 July 2008
Published: 9 July 2008
For a sequence of dependent square integrable random variables and a sequence of positive numbers, we establish a maximal inequality for weighted sums of dependent random variables. Applying this inequality, we obtain the almost sure convergence of and .
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