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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2007 Volume 81, Issue 1, Pages 98–111 (Mi mzm3520)

This article is cited in 4 papers

General Maximal Inequalities Related to the Strong Law of Large Numbers

Sh. Leventala, H. Salehia, S. A. Chobanyanb

a Michigan State University
b Muskhelishvili Institute of Computational Mathematics

Abstract: For a sequence $(\xi_n)$ of random variables, we obtain maximal inequalities from which we can derive conditions for the a.s. convergence to zero of normalized differences
$$ \frac{1}{2^n} \biggl(\max_{2^n\le k<2^{n+1}} \biggl|\sum^k_{i=2^n}\xi_i\biggr|-\biggl|\sum_{i=2^n}^{2^{n+1}-1}\xi_i\biggr|\biggr). $$
The convergence to zero of this sequence leads to the strong law of large numbers (SLLN). In the special case of quasistationary sequences, we obtain a sufficient condition for the SLLN, which is an improvement on the well-known Móricz conditions.

Keywords: strong law of large numbers, maximal inequality, quasistationary random sequence, Banach space, Bochner measurability, Jensen's inequality.

UDC: 519.2+517.51+517.98

Received: 04.09.2004
Revised: 08.08.2006

DOI: 10.4213/mzm3520


 English version:
Mathematical Notes, 2007, 81:1, 85–96

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