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An application of rosenthal's moment inequality to the strong law of large numbers

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  • Wittmann, Rainer

Abstract

We apply a moment inequality of H.P. Rosenthal to get various generalizations of a theorem of Brunk-Chung-Prohoroff. In particular, we show that the strong law hols provided and for one p [greater-or-equal, slanted] 1.

Suggested Citation

  • Wittmann, Rainer, 1985. "An application of rosenthal's moment inequality to the strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 3(3), pages 131-133, June.
  • Handle: RePEc:eee:stapro:v:3:y:1985:i:3:p:131-133
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    Cited by:

    1. Szewczak, Zbigniew S., 2015. "A moment maximal inequality for dependent random variables," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 129-133.

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