On some maximal inequalities for demimartingales and N-demimartingales based on concave Young functions
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Publication:714052
DOI10.1016/J.JMAA.2012.06.014zbMATH Open1290.60049OpenAlexW2078809314MaRDI QIDQ714052FDOQ714052
Wenzhi Yang, B. L. S. Prakasa Rao, Shuhe Hu, Xuejun Wang
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
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- Associated random variables and martingale inequalities
- Maximal and moment inequalities for demimartingales and \(N\)-demimartingales
- Some inequalities for demimartingales and \(N\)-demimartingales
- Marcinkiewicz-Zygmund inequality for nonnegative \(N\)-demimartingales and related results
- Maximal inequalities for \(N\)-demimartingale and strong law of large numbers
- Exponential inequalities for N-demimartingales and negatively associated random variables
- Doob's type inequality and strong law of large numbers for demimartingales
- On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
Cited In (6)
- Some results for demimartingales and \(N\)-demimartingales
- Conditional demimartingales and related results
- New maximal inequalities for reverse demimartingales and reverse demisubmartingales
- Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales
- Maximal inequalites and applications for reverse demimartingales based on concave Young functions
- 基于Y函数的条件N-弱鞅的最大φ-不等式
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