Maximal inequalities for associated random variables and demimartingales
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.
Year of publication: |
2004
|
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Authors: | Wang, Jianfeng |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 3, p. 347-354
|
Publisher: |
Elsevier |
Keywords: | Associated random variables Random field Demimartingales Hájek-Rényi inequality |
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