Maximal inequalities for multidimensionally indexed submartingale arrays
type: Item
instance of: scholarly article
title: Maximal inequalities for multidimensionally indexed submartingale arrays
zbMATH Open document ID: 0726.60042
author: Tasos C. Christofides
author: Robert J. Serfling
published in: The Annals of Probability
publication date: 1990-01-01T00:00:00Z
review text: Some new maximal inequalities are proved for multi-parameter discrete submartingales. One of the ideas due to Y. S. Chow is extended and applied in the proofs of the results. A Hájek-Rényi-type inequality for a special case is obtained with a smaller constant. The classical Doob and Kolmogorov inequality and, moreover, the strong law of large numbers are generalized for the multi-parameter case.
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 4199170
zbMATH Keywords: maximal inequalities
zbMATH Keywords: multi-parameter discrete submartingales
zbMATH Keywords: Hájek- Rényi-type inequality
zbMATH Keywords: strong law of large numbers
reviewed by: Ferenc Weisz
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176990849
OpenAlex ID: W1989187542
DOI: 10.1214/AOP/1176990849
description: scientific article; zbMATH DE number 4199170