A general approach to conditional strong laws of large numbers

Istvan Fazekas, Nyanga Honda Masasila

Abstract


A general tool to prove conditional strong laws of larger number is considered. It is shown that a conditional Kolmogorov type inequality implies a conditional Hajek–Renyi type inequality and this implies a strong law of large numbers. Both probability and moment inequalities are considered. Some applications are offered in the last section.

Keywords


Kolmogorov type inequality; Hajek–Renyi type inequality; strong laws of large numbers; conditional probability

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References


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DOI: http://dx.doi.org/10.17951/a.2024.78.1.27-35
Date of publication: 2024-07-29 22:47:27
Date of submission: 2024-07-22 17:29:00


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