Maximal inequalities and the strong law of large numbers for strong demimartingales

DOI10.1016/J.SPL.2022.109708MaRDI QIDQ2105380zbMATH OpenOpenAlexFDO

Authors Decheng Feng, Xiaomei Zhang

Publication date 8 December 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109708

zbMATH Keywords

strong law of large numbersmoment inequalitystrong demimartingalesChow type inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Generalizations of martingales (60G48)

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Cites work

• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• Associated random variables and martingale inequalities
• Association of Random Variables, with Applications
• Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
• Maximal inequalities for demimartingales and a strong law of large numbers
• Maximal inequalities for demimartingales and their applications
• Normal approximation for strong demimartingales
• On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
• Some new results for demimartingales
• The conditional convex order and a comparison inequality

Cited in

(9)

• Maximal inequalities and convergence results on multidimensionally indexed demimartingales
• Maximal inequalities for \(N\)-demimartingale and strong law of large numbers
• Some results for \(U\)-statistics and strong demimartingales
• Maximal inequalities for demimartingales and a strong law of large numbers
• scientific article; zbMATH DE number 7267089 (Why is no real title available?)
• Normal approximation for strong demimartingales
• Majorizing potentials in strong ratio limit theorems
• Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales
• Doob's type inequality and strong law of large numbers for demimartingales

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