Abstract
Motivated by the works of J.L. Doob and R. Cairoli, we discuss reverse N-parameter inequalities for sums of i.i.d. random variables indexed by N parameters. As a corollary, we derive Smythe’s law of large numbers.
Research partially supported by NSA and NSF
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References
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Khoshnevisan, D. (2000). On sums of iid random variables indexed by N parameters. In: Azéma, J., Ledoux, M., Émery, M., Yor, M. (eds) Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol 1729. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0103800
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DOI: https://doi.org/10.1007/BFb0103800
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