Communications of the
Korean Mathematical Society CKMS

We show an exponential inequality for negatively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. To obtain this result we use a truncation technique together with a block decomposition of the sums. We also identify a convergence rate for the strong law of large number.

Keywords: exponential inequality, negatively associated, strong law of large numbers, convergence rate, decomposition

MSC numbers: 60F15