Abstract
In this paper we give an elementary and unified proof of the Hàjek-Rènyi inequality, and get a general version of this inequality which not only covers the all known results but also derives some new results.
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Foundation item: Supported by the National Natural Science Foundation of China(10671149)
Biography: GAN Shixin (1939–),male, Professor, research direction:martingale theory, probability limiting theory and Banach space geometry theory.
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Gan, S., Qiu, D. On the Hàjek-Rènyi inequality. Wuhan Univ. J. of Nat. Sci. 12, 971–974 (2007). https://doi.org/10.1007/s11859-007-0029-5
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DOI: https://doi.org/10.1007/s11859-007-0029-5