On some maximal inequalities for demimartingales and N-demimartingales based on concave Young functions

DOI10.1016/J.JMAA.2012.06.014MaRDI QIDQ714052zbMATH OpenOpenAlexFDO

Authors Shuhe Hu, Wenzhi Yang, Xuejun Wang, B. L. S. Prakasa Rao

Publication date 19 October 2012

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2012.06.014

zbMATH Keywords

maximal inequalitydemimartingale\(N\)-demimartingaleconcave Young functions

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Recommendations

• Some maximal type inequalities for \(N\)-demimartingales and related results
• Some new results for demimartingales
• Some inequalities for demimartingales and N-demimartingales
• On the maximal inequalities for conditional demimartingales
• Some results for demimartingales and \(N\)-demimartingales

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?)
• A Martingale Inequality and the Law of Large Numbers
• Associated random variables and martingale inequalities
• Associated sequences, demimartingales and nonparametric inference.
• Doob's type inequality and strong law of large numbers for demimartingales
• Exponential inequalities for N-demimartingales and negatively associated random variables
• Marcinkiewicz-Zygmund inequality for nonnegative \(N\)-demimartingales and related results
• Maximal and moment inequalities for demimartingales and \(N\)-demimartingales
• Maximal inequalities for \(N\)-demimartingale and strong law of large numbers
• Maximal inequalities for associated random variables and demimartingales.
• Maximal inequalities for demimartingales and a strong law of large numbers
• On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
• On some inequalities for \(N\)-demimartingales
• On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales
• Some inequalities for demimartingales and \(N\)-demimartingales
• U-statistics on associated random variables

Cited in

(8)

• Conditional demimartingales and related results
• 基于Y函数的条件N-弱鞅的最大φ-不等式
• New maximal inequalities for reverse demimartingales and reverse demisubmartingales
• Some maximal type inequalities for \(N\)-demimartingales and related results
• Maximal inequalites and applications for reverse demimartingales based on concave Young functions
• Some results for demimartingales and \(N\)-demimartingales
• scientific article; zbMATH DE number 4044872 (Why is no real title available?)
• Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales

This page was built for publication: On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q714052)