Maximal inequalities for associated random variables and demimartingales.

DOI10.1016/j.spl.2003.10.021zbMath1102.60019OpenAlexW2084358402MaRDI QIDQ1427721

D. Massart

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.10.021

zbMATH Keywords

Random fieldAssociated random variablesDemimartingalesHajek--Renyi inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

Related Items (14)

New maximal inequalities for reverse demimartingales and reverse demisubmartingales ⋮ Maximal \(\phi\)-inequalities for demimartingales ⋮ Strong law of large numbers for pairwise positive quadrant dependent random variables ⋮ Maximal inequalities and convergence results on multidimensionally indexed demimartingales ⋮ Some inequalities for demimartingales and \(N\)-demimartingales ⋮ Chow-type maximal inequality for conditional demimartingales and its applications ⋮ Some new results for demimartingales ⋮ The law of the iterated logarithm for positively dependent random variables ⋮ Strong law of large numbers and growth rate for a class of random variable sequences ⋮ Doob's type inequality and strong law of large numbers for demimartingales ⋮ Maximal inequalities for \(N\)-demimartingale and strong law of large numbers ⋮ On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions ⋮ Maximal inequalities for demimartingales and their applications ⋮ Some results for demimartingales and \(N\)-demimartingales

Cites Work

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• Moment bounds for associated sequences
• An invariance principle for certain dependent sequences
• Maximal inequalities for demimartingales and a strong law of large numbers
• Hájek-Rényi-type inequality for associated sequences
• Generalization of an inequality of Kolmogorov
• A Martingale Inequality and the Law of Large Numbers
• Associated random variables and martingale inequalities
• Association of Random Variables, with Applications

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