


Paper's Title:
Maximal Inequalities for Multidimensionally Indexed Demimartingales and the HájekRényi 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 HájekRényi 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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