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General maximal inequalities related to the strong law of large numbers

✍ Scribed by S. Levental; H. Salehi; S. A. Chobanyan


Book ID
110149006
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
624 KB
Volume
81
Category
Article
ISSN
0001-4346

No coin nor oath required. For personal study only.


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Maximal inequalities for demimartingales
✍ Tasos C. Christofides πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 86 KB

Chow's maximal inequality for (sub)martingales is extended to the case of demi(sub)martingales introduced by Newman and Wright (Z. Wahrsch. Verw. Geb. 59 (1982) 361-371). This result serves as a "source" inequality for other inequalities such as the Hajek-Renyi inequality and Doob's maximal inequali