Maximal -inequalities for demimartingales

DOI10.1186/1029-242X-2011-59MaRDI QIDQ357375zbMATH OpenOpenAlexWikidataFDO

Authors Xiaobing Gong

Publication date 30 July 2013

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242x-2011-59

zbMATH Keywords

Doob's inequalitydemimartingalemaximal \(\phi\)-inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

Recommendations

• Maximal inequalities for demimartingales and their applications
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Cites work

• Associated random variables and martingale inequalities
• Association of Random Variables, with Applications
• Doob's type inequality and strong law of large numbers for demimartingales
• Maximal inequalities for associated random variables and demimartingales.
• Maximal inequalities for demimartingales and a strong law of large numbers
• Whittle type inequality for demisubmartingales

Cited in

(7)

• 基于Y函数的条件N-弱鞅的最大φ-不等式
• Branching processes in correlated random environment
• Maximal inequalities for \(N\)-demimartingale and strong law of large numbers
• On the maximal inequalities for conditional demimartingales
• Persistence probabilities for stationary increment processes
• scientific article; zbMATH DE number 7071285 (Why is no real title available?)
• Maximal phi-Inequalities for Nonnegative Submartingales

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