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Maximal inequalities for demimartingales and their applications

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Abstract

In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob’s type maximal inequality for demimartingales, strong laws of large numbers and growth rate for demimartingales and associated random variables. At last, we give an equivalent condition of uniform integrability for demisubmartingales.

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Authors and Affiliations

  1. School of Mathematical Science, Anhui University, Hefei, 230039, China

    XueJun Wang & ShuHe Hu

Authors
  1. XueJun Wang
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  2. ShuHe Hu
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Corresponding author

Correspondence to XueJun Wang.

Additional information

This work was supported by National Natural Science Foundation of China (Grant Nos. 10871001, 60803059) and the Innovation Group Foundation of Anhui University

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Wang, X., Hu, S. Maximal inequalities for demimartingales and their applications. Sci. China Ser. A-Math. 52, 2207–2217 (2009). https://doi.org/10.1007/s11425-009-0067-x

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  • DOI: https://doi.org/10.1007/s11425-009-0067-x

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