Inequalities for random fields
A main difficulty in the study of random fields with multidimensional index set is the lack of time ordering. There are e.g. different types of martingales and quasimartingales. The author proves Doob and Burkholder type inequalities for certain random fields. \textit{M. D. Brennan} [J. Multivariate Anal. 9, 465-486 (1979; Zbl 0456.60049)] derived for \(V\)-quasimartingales with two-dimensional index set Doob's maximal \(L^p\)-inequality for \(p=1\), which is extended to \(p>1\) and compared for decomposable processes with the maxmal inequality of \textit{E. Wong} and \textit{M. Zakai} [Ann. Probab. 4, 570-586 (1976; Zbl 0359.60053)]. Another maximal inequality is shown for processes, which are martingales in one coordinate and of finite quadratic variation in the other. Finally in the case of one-dimensional time two Burkholder type inequalities are shown for quasimartingales with independent increments.
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