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On the maximal inequalities for the average of pairwise i.i.d. random variables
Authors:Nasrollah Etemadi
Affiliation:University of Illinois , Chicago
Abstract:We obtain two sided inequalities for the tail of the maximal function of the averages of a multiple sequence of pairwise i.i.d. random variables taking values in a separable Banach space. We then use the results to establish a necessary and sufficient con¬dition, in terms of the common distribution of the norm of the random variables, for the maximal function to be in L , 1< p << &z.rdang;
Keywords:Maximal inequalities  pairwise independent random variables
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