Chow-type maximal inequality for conditional demimartingales and its applications

DOI10.1007/S11401-015-0925-5zbMATH Open1376.60048OpenAlexW2195998368MaRDI QIDQ903476FDOQ903476

Authors: Chen Xu, Shuhe Hu, Xuejun Wang, Shijie Wang 

Publication date: 6 January 2016

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-015-0925-5

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zbMATH Keywords

concave Young functionsChow-type maximal inequalityconditional demimartingales

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

Cites Work

• Maximal inequalities for demimartingales and their applications
• U-statistics on associated random variables
• Maximal inequalities for associated random variables and demimartingales.
• Maximal inequalities for demimartingales and a strong law of large numbers
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• Associated random variables and martingale inequalities
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• Title not available (Why is that?)
• 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
• Conditional versions of limit theorems for conditionally associated random variables
• On Conditional Independence, Mixing, and Association
• Conditional independence, conditional mixing and conditional association
• On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales
• Remarks on maximal inequalities for non-negative demisubmartingales
• The Hàjek-Rènyi-type inequality for associated random variables
• Title not available (Why is that?)

Cited In (3)

• On the maximal inequalities for conditional demimartingales
• The conditional Hájek-Rényi-type inequalities for conditional PA sequences and their application
• Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales

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