Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Sub-gaussian Techniques in Obtaining Laws of Large Numbers in $L^1$(R)

  • Lee, Sung-Ho (Department of Statistics, Taegu University, Kyungbuk 713-714) ;
  • Lee, Robert -Taylor (Department of Statistics, University of Georgia, Athens, Georgia 30602, USA)
  • Published : 1994.06.01
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Abstract

Some exponential moment inequalities for sub-gaussian random variables are studied in this paper. These inequalities are used to obtain laws of large numbers for random variable and random elements in $L^1(R)$.

Keywords

References

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