Maximal inequalites and applications for reverse demimartingales based on concave Young functions

Decheng Feng and Gaihua Yang

Statistics & Probability Letters, 2024, vol. 208, issue C

Abstract: In this paper, we find that there is no strong and weak relationship between demimartingales and reverse demimartingales through two examples. Based on this fact, we obtain some maximal inequalities for concave Young functions for reverse demimartingales. Furthermore, we discuss the strong law of large numbers and the strong growth rate for reverse demimartingales.

Keywords: Reverse demimartingale; Maximal inequality; Concave Young function; Strong law of large numbers (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110041

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