Maximal inequalities for associated random variables and demimartingales

Jianfeng Wang

Statistics & Probability Letters, 2004, vol. 66, issue 3, 347-354

Abstract: In this paper, we establish a maximal inequality for demimartingales which generalizes and improves the main result of Christofides (Statist. Probab. Lett. 50 (2000) 357). The maximal inequality obtained for demimartingales is used as a key inequality to obtain Doob's type inequalities for associated random variables, and for more general demimartingales. At last, we derive a Hájek-Rényi inequality for associated fields.

Keywords: Associated; random; variables; Random; field; Demimartingales; Hájek-Rényi; inequality (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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