Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables

Authors
Wang, Jiang Feng Lu, Feng Bin
Citation
Wang, Jiang Feng et Lu, Feng Bin, Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables, Acta mathematica Sinica. English series (Print) , 22(3), 2006, pp. 693-700
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
22
Issue
3
Year of publication
2006
Pages
693 - 700
Database
ACNP
SICI code
Abstract
In this paper, we establish a Rosenthal.type inequality of the maximum of partial sums for . ..mixing random fields. As its applications we get the Hájeck.Rènyi inequality and weak convergence of sums of . ..mixing sequence. These results extend related results for NA sequence and .*.mixing random fields.