A Rosenthal-type inequality for maximum partial sums of $\rho$-mixing sequences is obtained. Applications to the complete convergence and almost sure summability of partial sums are also discussed.
Publié le : 1995-04-14
Classification:
Maximal inequality,
moment inequality,
probability inequality,
partial sums,
$\rho$-mixing,
60E15,
60F15
@article{1176988297,
author = {Shao, Qi-Man},
title = {Maximal Inequalities for Partial Sums of $\rho$-Mixing Sequences},
journal = {Ann. Probab.},
volume = {23},
number = {3},
year = {1995},
pages = { 948-965},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988297}
}
Shao, Qi-Man. Maximal Inequalities for Partial Sums of $\rho$-Mixing Sequences. Ann. Probab., Tome 23 (1995) no. 3, pp. 948-965. http://gdmltest.u-ga.fr/item/1176988297/