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

  • Choi, Jeong-Yeol (School of Mathematics & Informational Statistics Institute of Basic Natural Science, Wonkwang University) ;
  • Baek, Jong-Il (School of Mathematics & Informational Statistics Institute of Basic Natural Science, Wonkwang University)
  • 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

References

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