A Remark on the Exponential Inequality for Associated Random Variables

摘要

An exponential inequality for associated random variables is established. By this exponential inequality, we obtain the rate of convergence n-1/2(logn)1/2 for the strong law of large numbers Σni=1(Xi- EXi)→0a.s., which reaches the available one for independent random variables in terms of Berstein type inequality.