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 |
|
|