On H\`ajek - R\'enyi type inequality and application
Probability
2012-01-31 v1
Abstract
In this paper, we establish a new H\'ajek - R\'enyi's type inequality and obtain strong law of large numbers (SLLN) for arbitrary random variables. We base our methods on demimartingales and convex functions techniques. We obtain wide extensions of avalaible results, particularly those of Amini et al. and Rao and related SLLN's.
Keywords
Cite
@article{arxiv.1201.6036,
title = {On H\`ajek - R\'enyi type inequality and application},
author = {Gane Samb Lo and Cheikha Hamallah Ndiaye},
journal= {arXiv preprint arXiv:1201.6036},
year = {2012}
}
Comments
7pages