Doob ’ s Type Inequality and Strong Law of Large Numbers for Demimartingales

@inproceedings{Xuejun2010DoobS,
  title={Doob ’ s Type Inequality and Strong Law of Large Numbers for Demimartingales},
  author={Wang Xuejun and Hu Shuhe and Zhao Ting and Yang Wenzhi},
  year={2010}
}
  • Wang Xuejun, Hu Shuhe, +1 author Yang Wenzhi
  • Published 2010
We establish some maximal inequalities for demimartingales which generalize the result of Wang 2004 . The maximal inequality for demimartingales is used as a key inequality to establish other results including Doob’s type maximal inequality, strong law of large numbers, strong growth rate, and integrability of supremum for demimartingales, which generalize and improve partial results of Christofides 2000 and Prakasa Rao 2007 . 

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