Kolmogorov-Type Maximal Inequalities for Independent and Dependent Negative Binomial Random Variables: Sharp Bounds, Sub-Exponential Refinements, and Applications to Overdispersed Count Data

Aristides V. Doumas, S. Spektor

This paper develops Kolmogorov-type maximal inequalities for sums of Negative Binomial random variables under both independence and dependence structures. For independent heterogen…