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Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences

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Abstract

In this paper, we get the Hájek-Rényi-type inequalities for a pairwise NQD sequence, an L r (r > 1) mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong law of large numbers, strong growth rate and the integrability of supremum for the above sequences, which generalize and improve Corollary 2 for L r(r > 1) mixingale of Hansen.

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Correspondence to Yan Shen.

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Supported by the National Natural Science Foundation of China (No. 11171001, 11126176), Natural Science Foundation of Anhui Province (No. 1208085QA03) and Provincial Natural Science Research Project of Anhui Colleges (No. KJ2010A005).

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Yang, Wz., Shen, Y., Hu, Sh. et al. Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences. Acta Math. Appl. Sin. Engl. Ser. 28, 495–504 (2012). https://doi.org/10.1007/s10255-012-0165-3

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  • DOI: https://doi.org/10.1007/s10255-012-0165-3

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