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Maximal inequalites and applications for reverse demimartingales based on concave Young functions

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  • Feng, Decheng
  • Yang, Gaihua

Abstract

In this paper, we find that there is no strong and weak relationship between demimartingales and reverse demimartingales through two examples. Based on this fact, we obtain some maximal inequalities for concave Young functions for reverse demimartingales. Furthermore, we discuss the strong law of large numbers and the strong growth rate for reverse demimartingales.

Suggested Citation

  • Feng, Decheng & Yang, Gaihua, 2024. "Maximal inequalites and applications for reverse demimartingales based on concave Young functions," Statistics & Probability Letters, Elsevier, vol. 208(C).
    • Handle: RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000105
    DOI: 10.1016/j.spl.2024.110041
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