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Maximal inequalities for N-demimartingale and strong law of large numbers

Author

Listed:
  • Wang, Xuejun
  • Hu, Shuhe
  • Prakasa Rao, B.L.S.
  • Yang, Wenzhi

Abstract

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.

Suggested Citation

  • Wang, Xuejun & Hu, Shuhe & Prakasa Rao, B.L.S. & Yang, Wenzhi, 2011. "Maximal inequalities for N-demimartingale and strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1348-1353, September.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:9:p:1348-1353
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    References listed on IDEAS

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    1. Wang, Jianfeng, 2004. "Maximal inequalities for associated random variables and demimartingales," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 347-354, February.
    2. Christofides, Tasos C. & Hadjikyriakou, Milto, 2009. "Exponential inequalities for N-demimartingales and negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2060-2065, October.
    3. Hadjikyriakou, Milto, 2011. "Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results," Statistics & Probability Letters, Elsevier, vol. 81(6), pages 678-684, June.
    4. Christofides, Tasos C., 2000. "Maximal inequalities for demimartingales and a strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 357-363, December.
    5. Hu, Shuhe & Chen, Guijing & Wang, Xuejun, 2008. "On extending the Brunk-Prokhorov strong law of large numbers for martingale differences," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3187-3194, December.
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    Cited by:

    1. Wang, Xinghui & Wang, Xuejun, 2013. "Some inequalities for conditional demimartingales and conditional N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 700-709.
    2. Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun, 2012. "Some inequalities for demimartingales and N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 232-239.

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