On Hàjek - Rényi type inequality and application

Details On Hàjek - Rényi type inequality and application On Hàjek - Rényi type inequality and application

2012-01-29

arxiv.org/abs/1201.6036v1

Mathematics

Probability

7pages

Scientific paper

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.

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