Chow-type maximal inequality for conditional demimartingales and its applications

DOI10.1007/S11401-015-0925-5MaRDI QIDQ903476zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• On the maximal inequalities for conditional demimartingales
• Some inequalities for conditional demimartingales and conditional \(N\)-demimartingales
• Maximal inequalities for demimartingales and their applications
• Some maximal type inequalities for \(N\)-demimartingales and related results
• A class of maximum inequalities of conditional demi (sub)-martingales

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
• Associated sequences, demimartingales and nonparametric inference.
• Conditional independence, conditional mixing and conditional association
• Conditional versions of limit theorems for conditionally associated random variables
• 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
• Maximal inequalities for demimartingales and their applications
• Maximal inequalities for multidimensionally indexed demimartingales and the Hájek-Rényi inequality for associated random variables
• On Conditional Independence, Mixing, and Association
• On some inequalities for \(N\)-demimartingales
• On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales
• Remarks on maximal inequalities for non-negative demisubmartingales
• Some inequalities for demimartingales and N-demimartingales
• The Hàjek-Rènyi-type inequality for associated random variables
• U-statistics on associated random variables

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

This page was built for publication: Chow-type maximal inequality for conditional demimartingales and its applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q903476)