Doob's type inequality and strong law of large numbers for demimartingales (Q962533): Difference between revisions
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| English | Doob's type inequality and strong law of large numbers for demimartingales |
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Doob's type inequality and strong law of large numbers for demimartingales (English)
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7 April 2010
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The authors establish some maximal inequalities for demimartingales generalizing the work in \textit{J. Wang} [Stat. Probab. Lett. 66, No. 3, 347--354 (2004; Zbl 1102.60019)]. As an application, they obtain a Doob type maximal inequality and a strong law of large numbers generalizing some results in [\textit{T. C. Christofdes}, Stat. Probab. Lett. 50, No.4, 357--363 (2000; Zbl 0966.60013)] and [\textit{B. L. S. Prakasa Rao}, JIPAM, J. Inequal. Pure Appl. Math. 8, No. 4, Paper No. 112, 17 p., electronic only (2007; Zbl 1143.60016)].
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