A maximal inequality for partial sums of finite exchangeable sequences of random variables

DOI10.1090/S0002-9939-98-04254-3zbMATH Open0931.60001OpenAlexW1912117404MaRDI QIDQ4387052FDOQ4387052

Authors: Alexander R. Pruss 

Publication date: 6 May 1998

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-98-04254-3

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zbMATH Keywords

maximal inequalitiessums of exchangeable random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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• Exchangeable random partitions from max-infinitely-divisible distributions
• A functional CLT for partial traces of random matrices
• A maximal inequality for exchangeable systems of random variables
• A systematic martingale construction with applications to permutation inequalities
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• The Hurst phenomenon and the rescaled range statistic
• A Maximal Inequality for Real Numbers with Application to Exchangeable Random Variables
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• Exact Maximal Inequalities for Exchangeable Systems of Random Variables
• Maximal inequalities for averages of i. i. d. and 2-exchangeable random variables
• Approximating de Finetti's measures for partially exchangeable sequences
• A truthful near-optimal mechanism for online linear packing-covering problem in the random order model

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