Some inequalities for demimartingales and N-demimartingales

In this paper, we investigate Marshall type inequalities for demimartingales and as a further study, we obtain minimal Marshall type inequalities for nonnegative demimartingales. In addition, the convex function type inequalities for demimartingales and N-demimartingales are presented. Our results generalize some corresponding ones.

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Year of publication:	2012
Authors:	Hu, Shuhe ; Wang, Xinghui ; Yang, Wenzhi ; Wang, Xuejun
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 232-239
Publisher:	Elsevier
Subject:	Marshall type inequality \| Demimartingales \| N-demimartingales \| Convex function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571820