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A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws. (English) Zbl 0836.60026
This paper extends Kolmogorov’s maximal inequality to dependent sequences, and derives dependent Marcinkiewicz-Zygmund type strong laws of large numbers from this inequality. In particular, the stationary strongly mixing sequences have been considered, it has been proved that some condition cannot be improved.

MSC:
60F15 Strong limit theorems
60E15 Inequalities; stochastic orderings
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