Maximal Inequalities for Dependent Random Variables

Research output: Contribution to book/anthology/report/proceedingArticle in proceedings

    Jorgen Hoffmann-Jorgensen

Maximal inequalities play a crucial role in many probabilistic limit theorem; for instance, the law of large numbers, the law of the iterated logarithm, the martingale limit theorem and the central limit theorem. Let X-1, X-2,... be random variables with partial sums S-k = X-1 + ... + X-k. Then a maximal inequality gives conditions ensuring that the maximal partial sum M-n = max(1) (

Original languageEnglish
Title of host publicationHIGH DIMENSIONAL PROBABILITY VII: THE CARGESE VOLUME
EditorsC Houdre, DM Mason, P ReynaudBouret, J Rosinski
Number of pages44
PublisherBirkhäuser Verlag
Publication year2016
Pages61-104
ISBN (print)978-3-319-40517-9
DOIs
StatePublished - 2016
Event7th High-Dimensional Probability Conference (HDP) - , France
Duration: 26 May 201430 May 2014

Conference

Conference7th High-Dimensional Probability Conference (HDP)
LandFrance
Periode26/05/201430/05/2014
SeriesProgress in Probability
Volume71
ISSN1050-6977

    Research areas

  • Demi-martingales, Integral orderings, Mixing conditions, Negative and positive correlation, MOMENT INEQUALITIES

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