Maximal inequalities for demimartingales and their applications
type: Item
instance of: scholarly article
title: Maximal inequalities for demimartingales and their applications
zbMATH Open document ID: 1198.60016
published in: Science in China. Series A
publication date: 2010-01-06T00:00:00Z
review text: The authors obtain some maximal inequalities for demimartingales generalizing the earlier work in [\textit{T. C. Christofides}, Stat. Probab. Lett. 50, No.~4, 357--363 (2000; Zbl 0966.60013)] and derive a strong law of large numbers and obtain growth rates for demimartingales and partial sums of zero mean associated random variables. As a further application, they give a condition for the uniform integrability for a demisubmartingale (Reviewer's remarks: More general results on maximal inequalities for demisubmartingales are given in [\textit{B. L. S. Prakasa Rao}, Proc. Am. Math. Soc. 130, No.~12, 3719--3724 (2002; Zbl 0997.60008)] and in [JIPAM, J. Inequal. Pure Appl. Math. 8, No.~4, Paper No.~112, 17 p., electronic only (2007; Zbl 1143.60016)].
reviewed by: B. L. S. Prakasa Rao
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 5653994
zbMATH Keywords: maximal inequalities
zbMATH Keywords: strong law of large numbers
zbMATH Keywords: growth rates
zbMATH Keywords: uniform integrability
author: Xuejun Wang
author: Shuhe Hu
MaRDI profile type: Publication
full work available at URL: s11425-009-0067-x
OpenAlex ID: W1974280402
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DOI: 10.1007/S11425-009-0067-X
description: scientific article; zbMATH DE number 5653994