Maximal and moment inequalities for demimartingales and \(N\)-demimartingales (Q419202): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / review text | |||
The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality. | |||
Property / review text: The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: B. L. S. Prakasa Rao / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G42 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G48 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6036293 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
demimartingales | |||
Property / zbMATH Keywords: demimartingales / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
upcrossing inequality | |||
Property / zbMATH Keywords: upcrossing inequality / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
downcrossing inequality | |||
Property / zbMATH Keywords: downcrossing inequality / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
maximal inequality | |||
Property / zbMATH Keywords: maximal inequality / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
moment inequality | |||
Property / zbMATH Keywords: moment inequality / rank | |||
Normal rank |
Revision as of 21:17, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximal and moment inequalities for demimartingales and \(N\)-demimartingales |
scientific article |
Statements
Maximal and moment inequalities for demimartingales and \(N\)-demimartingales (English)
0 references
18 May 2012
0 references
The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality.
0 references
demimartingales
0 references
upcrossing inequality
0 references
downcrossing inequality
0 references
maximal inequality
0 references
moment inequality
0 references