Maximal inequalities and convergence results on multidimensionally indexed demimartingales
A collection of multidimensionally indexed random variables \(\{S_\mathbf{n}:\mathbf{n}\in\mathbb{N}^k\}\) is said to be a multi-indexed demimartingale if \[ E\left[(S_\mathbf{j}-S_\mathbf{i})f(S_\mathbf{k},\mathbf{k}\leq\mathbf{i})\right]\geq0 \] for all \(\mathbf{i},\mathbf{j}\in\mathbb{N}^k\) with \(\mathbf{i}\leq\mathbf{j}\) and all componentwise non-decreasing functions \(f\), where we write \((i_1,\ldots,i_k)\leq(j_1,\ldots,j_k)\) if \(i_l\leq j_l\) for all \(l=1,\ldots,k\). This generalises the class of multi-indexed martingales, and partial sums of associated random variables with zero mean. In the present paper the authors establish a selection of inequalities for multi-indexed demimartingales, including Doob-type inequalities and maximal results, a Chow-type inequality, maximal inequalities in terms of Orlicz functions, an upcrossing inequality, and a Whittle-type inequality.
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- Maximal inequalities and the strong law of large numbers for strong demimartingales
- Maximal inequalities for multidimensionally indexed submartingale arrays
- Associated random variables and martingale inequalities
- Associated sequences, demimartingales and nonparametric inference.
- Association of Random Variables, with Applications
- Asymptotic normality of random fields of positively or negatively associated processes
- Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
- Convergence rates in the SLLN for some classes of dependent random fields
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- Marcinkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices
- Maximal inequalities for associated random variables and demimartingales.
- Maximal inequalities for demimartingales and a strong law of large numbers
- Maximal inequalities for demimartingales and their applications
- Maximal inequalities for multidimensionally indexed demimartingales and the Hájek-Rényi inequality for associated random variables
- Maximal inequalities for multidimensionally indexed submartingale arrays
- Maximal phi-Inequalities for Nonnegative Submartingales
- On some maximal inequalities for demisubmartingales and N-demisuper martingales
- Some new maximal inequalities
- Some new results for demimartingales
- Some remarks on associated random fields, random measures and point processes
- Strong laws of large numbers for \(\mathbb B\)-valued random fields
- Whittle type inequality for demisubmartingales
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