Maximal inequalities for demimartingales and their applications (Q1047847)
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English | Maximal inequalities for demimartingales and their applications |
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Maximal inequalities for demimartingales and their applications (English)
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6 January 2010
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The authors obtain some maximal inequalities for demimartingales generalizing the earlier work in [\textit{T. C. Christofides}, Stat. Probab. Lett. 50, No.~4, 357--363 (2000; Zbl 0966.60013)] and derive a strong law of large numbers and obtain growth rates for demimartingales and partial sums of zero mean associated random variables. As a further application, they give a condition for the uniform integrability for a demisubmartingale (Reviewer's remarks: More general results on maximal inequalities for demisubmartingales are given in [\textit{B. L. S. Prakasa Rao}, Proc. Am. Math. Soc. 130, No.~12, 3719--3724 (2002; Zbl 0997.60008)] and in [JIPAM, J. Inequal. Pure Appl. Math. 8, No.~4, Paper No.~112, 17 p., electronic only (2007; Zbl 1143.60016)].
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maximal inequalities
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strong law of large numbers
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growth rates
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uniform integrability
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