A maximal inequality for dependent random variables

João Lita da Silva

A maximal inequality for dependent random variables

Probability 2022-12-26 v1

Authors: João Lita da Silva

Abstract

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of random variables satisfying $\mathbb{E} \lvert X_{n} \rvert < \infty$ for all $n \geqslant 1$ , a maximal inequality is established, and used to obtain strong law of large numbers for dependent random variables.

Keywords

probability theory limit theorems extreme value theory

Cite

@article{arxiv.2212.12241,
  title  = {A maximal inequality for dependent random variables},
  author = {João Lita da Silva},
  journal= {arXiv preprint arXiv:2212.12241},
  year   = {2022}
}

Comments

21 pages

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