Maximal inequalities for demimartingales
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Tasos C. Christofides
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Article
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2000
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Elsevier Science
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English
β 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