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Maximal inequalities for demimartingales and their applications

✍ Scribed by XueJun Wang; ShuHe Hu


Book ID
107347971
Publisher
SP Science China Press
Year
2009
Tongue
English
Weight
304 KB
Volume
52
Category
Article
ISSN
1674-7283

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πŸ“œ SIMILAR VOLUMES


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