On H\`ajek - R\'enyi type inequality and application
Gane Samb Lo, Cheikha Hamallah Ndiaye
TL;DR
This paper introduces a new H"ajek-Renyi type inequality using demimartingales and convex functions, leading to broader strong law of large numbers results for arbitrary random variables.
Contribution
It presents a novel H"ajek-Renyi type inequality and extends SLLN results significantly using innovative mathematical techniques.
Findings
Established a new H"ajek-Renyi type inequality
Derived strong law of large numbers for arbitrary random variables
Extended previous results by Amini et al. and Rao
Abstract
In this paper, we establish a new H\'ajek - R\'enyi's type inequality and obtain strong law of large numbers (SLLN) for arbitrary random variables. We base our methods on demimartingales and convex functions techniques. We obtain wide extensions of avalaible results, particularly those of Amini et al. and Rao and related SLLN's.
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Taxonomy
TopicsProbability and Risk Models · Insurance, Mortality, Demography, Risk Management · Insurance and Financial Risk Management