Maximal inequalities for N-demimartingale and strong law of large numbers
In this paper, we establish some maximal inequalities for N-demimartingale. The maximal inequality for N-demimartingale is used as a key inequality to establish other results including the strong law of large numbers, strong growth rate and the integrability of supremum for N-demimartingale.
Year of publication: |
2011
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Authors: | Wang, Xuejun ; Hu, Shuhe ; Prakasa Rao, B.L.S. ; Yang, Wenzhi |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 9, p. 1348-1353
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Publisher: |
Elsevier |
Keywords: | N-demimartingale N-demisupermartingale Strong law of large numbers Growth rate Integrability of supremum |
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