Remarks on maximal inequalities for non-negative demisubmartingales

被引：13

作者：

Rao, B. L. S. Prakasa ^{[1
]}

机构：

[1] Univ Hyderabad, Hyderabad 500134, Andhra Pradesh, India

来源：

STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 07期

关键词：

Maximal inequality; Demisubmartingale;

D O I：

10.1016/j.spl.2012.03.019

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Maximal inequalities have been derived earlier using the upcrossing inequalities for demimartingales and the down-crossing inequalities for N-demimartingales. We give an alternate approach for deriving maximal inequalities for non-negative demisubmartingales using elementary inequalities for real numbers. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：1388 / 1390

页数：3