Maximal inequalities and the strong law of large numbers for strong demimartingales

DOI10.1016/j.spl.2022.109708zbMath1499.60055OpenAlexW4303985825MaRDI QIDQ2105380

Decheng Feng, Xiao-Mei Zhang

Publication date: 8 December 2022

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

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109708

zbMATH Keywords

strong law of large numbersmoment inequalitystrong demimartingalesChow type inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Generalizations of martingales (60G48)

Related Items (1)

Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales

Cites Work

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• Normal approximation for strong demimartingales
• Some new results for demimartingales
• On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
• Maximal inequalities for demimartingales and their applications
• Maximal inequalities for demimartingales and a strong law of large numbers
• Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
• Associated random variables and martingale inequalities
• The Conditional Convex Order and a Comparison Inequality
• Association of Random Variables, with Applications

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