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arXiv · 1201.6036

On Hàjek - Rényi type inequality and application

Gane Samb Lo·Cheikha Hamallah Ndiaye
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Abstract

In this paper, we establish a new Hájek - Rényi'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.

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Gane Samb Lo, Cheikha Hamallah Ndiaye. 2012-01-29. On Hàjek - Rényi type inequality and application. https://arxiv.org/abs/1201.6036

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