Maximal inequalities and convergence results on multidimensionally indexed demimartingales

DOI10.1007/S42519-023-00348-1arXiv2210.00593MaRDI QIDQ6151245FDOQ6151245

Authors: Milto Hadjikyriakou, B. L. S. Prakasa Rao 

Publication date: 9 February 2024

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Abstract: We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied extensively, no significant amount of work has been done for the corresponding multiindexed class of random variables. This work aims to fill in this gap in the literature by extending well-known inequalities and asymptotic results to this more general class of random variables.

Full work available at URL: https://arxiv.org/abs/2210.00593

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zbMATH Keywords

demimartingalesDoob's inequalitymultidimensionally indexed random variablesChow-type inequalitydemisubmartingalesHájek-Rényi inequalityWhittle-type inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Generalizations of martingales (60G48)

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