Maximal <it>ϕ</it>-inequalities for demimartingales
<p>Abstract</p> <p>In this paper, we establish some maximal <it>ϕ</it>-inequalities for demimartingales that generalize the results of Wang (Stat. Probab. Lett. 66, 347-354, 2004) and Wang et al. (J. Inequal. Appl. 2010(838301), 11, 2010) and improve Doob'...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2011-01-01
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| Series: | Journal of Inequalities and Applications |
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| Online Access: | http://www.journalofinequalitiesandapplications.com/content/2011/1/59 |
| Summary: | <p>Abstract</p> <p>In this paper, we establish some maximal <it>ϕ</it>-inequalities for demimartingales that generalize the results of Wang (Stat. Probab. Lett. 66, 347-354, 2004) and Wang et al. (J. Inequal. Appl. 2010(838301), 11, 2010) and improve Doob's type inequality for demimartingales in some cases.</p> <p> <b>Mathematics Subject Classification (2010): </b>60E15; 60G48</p> |
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| ISSN: | 1025-5834 1029-242X |