Maximal inequalites and applications for reverse demimartingales based on concave Young functions

DOI10.1016/J.SPL.2024.110041MaRDI QIDQ6540894zbMATH OpenFDO

Authors Decheng Feng, Gaihua Yang

Publication date 17 May 2024

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

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110041

zbMATH Keywords

strong law of large numbersmaximal inequalityconcave Young functionreverse demimartingale

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4024423 (Why is no real title available?)
• scientific article; zbMATH DE number 2076412 (Why is no real title available?)
• Associated random variables and martingale inequalities
• Association of Random Variables, with Applications
• New maximal inequalities for reverse demimartingales and reverse demisubmartingales
• On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
• On some maximal inequalities for demimartingales and N-demimartingales based on concave Young functions

Cited in

(3)

• Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales
• Some inequalities for reverse demimartingales
• Normal approximations for sequences with the property of strong N-demimartingale differences

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