Maximal inequalities and the strong law of large numbers for strong demimartingales

Decheng Feng and Xiaomei Zhang

Statistics & Probability Letters, 2023, vol. 193, issue C

Abstract: The maximal inequalities for demimartingales have been extensively studied. In this article, we establish the Chow type maximal inequality for strong demimartingales which are new sequences of random variables completely different from demimartingales. Then, we obtain the Doob type maximal inequality together with a strong law of large numbers for strong demimartingales by taking the Chow type maximal inequality as a “source result”.

Keywords: Strong demimartingales; Chow type inequality; Moment inequality; Strong law of large numbers (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109708

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