Whittle type inequality for demisubmartingales

DOI10.1090/S0002-9939-02-06517-6zbMath0997.60008MaRDI QIDQ4547047

B. L. S. Prakasa Rao

Publication date: 20 August 2002

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

strong law of large numbersassociated sequencesmaximal inequalityKolmogorov's inequalitydemimartingaledemisubmartingaleHájek-Rényi inequalityWhittle's inequalityDufresnoy's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (6)

New maximal inequalities for reverse demimartingales and reverse demisubmartingales ⋮ Maximal \(\phi\)-inequalities for demimartingales ⋮ Maximal inequalities and convergence results on multidimensionally indexed demimartingales ⋮ Some inequalities for demimartingales and \(N\)-demimartingales ⋮ Maximal inequalities for \(N\)-demimartingale and strong law of large numbers ⋮ Some results for demimartingales and \(N\)-demimartingales

Cites Work

• The Hájek-Rényi inequality for Banach space valued martingales and the \(p\) smoothness of Banach spaces
• Maximal inequalities for demimartingales and a strong law of large numbers
• Associated random variables and martingale inequalities
• A Hajek-Renyi Type Inequality for Stochastic Vectors with Applications to Simultaneous Confidence Regions
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