Electronic Journal of Probability

Convergence of Stopped Sums of Weakly Dependent Random Variables

Magda Peligrad

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In this paper we investigate stopped partial sums for weak dependent sequences. In particular, the results are used to obtain new maximal inequalities for strongly mixing sequences and related almost sure results.

Article information

Electron. J. Probab., Volume 4 (1999), paper no. 13, 13 pp.

Accepted: 6 April 1999
First available in Project Euclid: 4 March 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60E15: Inequalities; stochastic orderings
Secondary: 60F05: Central limit and other weak theorems

Partial sums maximal inequalities weak dependent sequences stopping times amarts

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Peligrad, Magda. Convergence of Stopped Sums of Weakly Dependent Random Variables. Electron. J. Probab. 4 (1999), paper no. 13, 13 pp. doi:10.1214/EJP.v4-50. https://projecteuclid.org/euclid.ejp/1457125522

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