Abstract
Harremöes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartingales which generalize the results of Harremöes. We also obtain an inequality for non-negative demimartingales which generalizes the result of Iksanov and Marynych. Finally we obtain a strong law of large numbers, strong growth rate and integrability of supremum for demimartingales which generalize and improve the result of Chow.
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Supported by the NNSF of China (10871001, 61075009), Provincial Natural Science Research Project of Anhui Colleges (KJ2010A005), Talents Youth Fund of Anhui Province Universities (2010SQRL016ZD), Youth Science Research Fund of Anhui University (2009QN011A), Academic Innovation Team of Anhui University (KJTD001B) and Natural Science Research Project of Suzhou College (2009yzk25).
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Wang, Xj., Hu, Sh., Yang, Wz. et al. Some new results for demimartingales. Appl. Math. J. Chin. Univ. 26, 14–22 (2011). https://doi.org/10.1007/s11766-011-2303-8
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DOI: https://doi.org/10.1007/s11766-011-2303-8