An inequality of widely dependent random variables and its applications*

Research paper by Wei Chen, Yuebao Wang, Dongya Cheng

Indexed on: 14 Mar '16Published on: 05 Mar '16Published in: Lithuanian Mathematical Journal


In this paper, we prove a more accurate inequality of widely dependent random variables. Based on this inequality, we obtain some limit theorems for widely dependent random variables, which expand ranges of dominating coefficients, thereby expanding scopes of applications of the obtained limit theorems. These limit theorems include the strong law of large numbers, the complete convergence, the a.s. elementary renewal theorem, and the weighted elementary renewal theorem.