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arXiv:1201.6036 [math.PR]AbstractReferencesReviewsResources

On Hàjek - Rényi type inequality and application

Gane Samb Lo, Cheikha Hamallah Ndiaye

Published 2012-01-29Version 1

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.

Comments: 7pages
Categories: math.PR
Subjects: 60E15, 60F15, 60G42, 60G48
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