The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces

A Note on the Strong Law of Large Numbers

Petrov (1996) proved the connection between general moment conditions and the applicability of the strong law of large numbers to a sequence of pairwise independent and identically distributed random variables. This note examines this connection to a sequence of pairwise negative quadrant dependent (NQD) and identically distributed random variables. As a consequence of the main theorem ...

Explaining a Mysterious Maximal Inequality - and a Path to the Law of Large Numbers

In 1964 A. Garsia gave a stunningly brief proof of a useful maximal inequality of E. Hopf. The proof has become a textbook standard, but the inequality and its proof are widely regarded as mysterious. Here we suggest a straightforward first step analysis that may dispel some of the mystery. The development requires little more than the notion of a random variable, and, the inequality may be int...

On the Strong Law of Large Numbers

N lim 1( 1: f(nkx)) = 0, N-N k_l or roughly speaking the strong law of large numbers holds for f(nkx) (in fact the authors prove that Ef(nkx)/k converges almost everywhere) . The question was raised whether (2) holds for any f(x) . This was known for the case nk=2k( 2) . In the present paper it is shown that this is not the case . In fact we prove the following theorem . THEOREM 1 . There exist...

A Hájek-Rényi-Type Maximal Inequality and Strong Laws of Large Numbers for Multidimensional Arrays

MARCINKIEWICZ-TYPE STRONG LAW OF LARGE NUMBERS FOR DOUBLE ARRAYS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

In the following work we present a proof for the strong law of large numbers for pairwise negatively dependent random variables which relaxes the usual assumption of pairwise independence. Let be a double sequence of pairwise negatively dependent random variables. If for all non-negative real numbers t and , for 1 < p < 2, then we prove that (1). In addition, it also converges to 0 in ....