Abstract
In this paper, we establish a Rosenthal–type inequality of the maximum of partial sums for ρ −–mixing random fields. As its applications we get the Hájeck–Rènyi inequality and weak convergence of sums of ρ −–mixing sequence. These results extend related results for NA sequence and ρ*–mixing random fields.
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Supported by Scientific research project of education department of Zhejiang Province (No. 20051897)
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Wang, J.F., Lu, F.B. Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables. Acta Math Sinica 22, 693–700 (2006). https://doi.org/10.1007/s10114-005-0601-x
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DOI: https://doi.org/10.1007/s10114-005-0601-x