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Maximal and moment inequalities for demimartingales and -demimartingales

โœ Scribed by Tasos C. Christofides; Milto Hadjikyriakou


Book ID
116890407
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
231 KB
Volume
82
Category
Article
ISSN
0167-7152

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Maximal inequalities for demimartingales
โœ Tasos C. Christofides ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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