On generalization of the Nagaev-Fuk inequalities for a class of random fields (Q1920862)
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scientific article; zbMATH DE number 917152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On generalization of the Nagaev-Fuk inequalities for a class of random fields |
scientific article; zbMATH DE number 917152 |
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On generalization of the Nagaev-Fuk inequalities for a class of random fields (English)
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9 April 1997
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The paper deals with discrete multiparameter fields \(\{S_n,F_n\}\), \(n\in\mathbb{Z}^d_+\), \(d\geq2\), satisfying some kind of supermartingale property, that is stronger than usual supermartingale property and weaker than strong supermartingale property (this property coincides with the strong one when \(d=2\)). The main theorems present some estimates of the probability \(P\{\max_{k\leq n} S_k\geq x\}\). Incidentally, the author compares different forms of conditional independent property of multiparameter \(\sigma\)-fields.
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multiparameter supermartingale
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conditional independence of sigma-fields
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Nagaev-Fuk inequality
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0.9079559
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0.90232956
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0.8962433
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0.88680756
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0.8863525
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0.8846956
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0.88296163
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