Maximal inequalities for dependent random variables

DOI10.1007/978-3-319-40519-3_4MaRDI QIDQ2954040zbMATH OpenOpenAlexFDO

Authors Jørgen Hoffmann-Jørgensen

Publication date 11 January 2017

Published in High Dimensional Probability VII (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-40519-3_4

zbMATH Keywords

demi-martingalesintegral orderingsmixing conditionsnegative and positive correlation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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Cites work

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• scientific article; zbMATH DE number 49190 (Why is no real title available?)
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Cited in

(15)

• A two-parameter maximal ergodic theorem with dependence
• On the maximal inequality
• Inequalities for a class of positively dependent random variables with a common marginal
• Maximal inequalities and an invariance principle for a class of weakly dependent random variables
• A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
• A lower bound for the tail probability of partial maxima of dependent random variables and applications
• Max-sum equivalence of conditionally dependent random variables
• scientific article; zbMATH DE number 3852112 (Why is no real title available?)
• scientific article; zbMATH DE number 3958331 (Why is no real title available?)
• scientific article; zbMATH DE number 774950 (Why is no real title available?)
• Maximal Probability Inequalities for Stochastic Processes
• Maximal inequalities for some dependent sequences and their applications
• Conditional independence among max-stable laws
• Maximal inequalities for dependent random variables and applications
• Some maximal inequalities for random variables and applications

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