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Paper's Title:

Maximal Inequalities for Multidimensionally Indexed Demimartingales and the Hájek-Rényi Inequality for Associated Random Variables

Author(s):

Tasos C. Christofides and Milto Hadjikyriakou

Department of Mathematics and Statistics
University of Cyprus
P.O.Box 20537, Nicosia 1678, Cyprus

tasos@ucy.ac.cy
miltwh@gmail.com

Abstract:

Demimartingales and demisubmartingales introduced by Newman and
Wright (1982) generalize the notion of martingales and
submartingales respectively. In this paper we define
multidimensionally indexed demimartingales and demisubmartingales
and prove a maximal inequality for this general class of random
variables. As a corollary we obtain a Hájek-Rényi inequality
for multidimensionally indexed associated random variables, the bound of which, when reduced to the case of single index, is sharper than the bounds already known in the literature.


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