Maximal inequalities for demimartingales and a strong law of large numbers
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 Hájek-Rényi inequality and Doob's maximal inequality and leads to a strong law of large numbers. The partial sum of mean zero associated random variables is a demimartingale. Therefore, maximal inequalities and a strong law of large numbers are obtained for associated random variables as special cases.
Year of publication: |
2000
|
---|---|
Authors: | Christofides, Tasos C. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 50.2000, 4, p. 357-363
|
Publisher: |
Elsevier |
Subject: | Demimartingales Associated random variables |
Saved in:
Saved in favorites
Similar items by person
-
Mixture of Truthful–Untruthful Responses in Public Surveys
Christofides, Tasos C., (2019)
-
Central limit theorem for dependent multidimensionally indexed random variables
Christofides, Tasos C., (2003)
-
Exponential inequalities for N-demimartingales and negatively associated random variables
Christofides, Tasos C., (2009)
- More ...