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Volume 8, Issue 4, Article 112 |
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On Some Maximal Inequalities for Demisubmartingales and $N-$demisuper Martingales
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Authors: |
B.L.S. Prakasa Rao, |
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Keywords:
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Maximal inequalities, Demisubmartingales, N-demisupermartingales. |
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Date Received:
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20/08/07 |
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Date Accepted:
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17/09/07 |
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Subject Codes: |
Pri 60E15; Sec 60G48.
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Editors: |
Neil S. Barnett, |
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Abstract: |
We study maximal inequalities for demisubmartingales and N-demisupermartingales and obtain inequalities between dominated demisubmartingales. A sequence of partial sums of zero mean associated random variables is an example of a demimartingale and a sequence of partial sums of zero mean negatively associated random variables is an example of a N-demimartingale.
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