Maximal inequalities for multidimensionally indexed submartingale arrays (Q804084)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximal inequalities for multidimensionally indexed submartingale arrays |
scientific article |
Statements
Maximal inequalities for multidimensionally indexed submartingale arrays (English)
0 references
1990
0 references
Some new maximal inequalities are proved for multi-parameter discrete submartingales. One of the ideas due to Y. S. Chow is extended and applied in the proofs of the results. A Hájek-Rényi-type inequality for a special case is obtained with a smaller constant. The classical Doob and Kolmogorov inequality and, moreover, the strong law of large numbers are generalized for the multi-parameter case.
0 references
maximal inequalities
0 references
multi-parameter discrete submartingales
0 references
Hájek- Rényi-type inequality
0 references
strong law of large numbers
0 references