Remarks on maximal inequalities for non-negative demisubmartingales

DOI10.1016/J.SPL.2012.03.019MaRDI QIDQ449408zbMATH OpenOpenAlexFDO

Authors B. L. S. Prakasa Rao

Publication date 30 August 2012

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

Full work available at URL https://doi.org/10.1016/j.spl.2012.03.019

zbMATH Keywords

maximal inequalitydemisubmartingale

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Recommendations

• Maximal and moment inequalities for demimartingales and N-demimartingales
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Cites work

• A trajectorial interpretation of Doob's martingale inequalities
• Associated sequences, demimartingales and nonparametric inference.

Cited in

(3)

• On separating the submajorization order into majorization and pointwise inequality
• Maximal and moment inequalities for demimartingales and N-demimartingales
• Chow-type maximal inequality for conditional demimartingales and its applications

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