Christofides, Tasos C. - In: Statistics & Probability Letters 50 (2000) 4, pp. 357-363
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...
