Browsing by Subject "Demimartingales"
Now showing items 1-3 of 3
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Article
Maximal and moment inequalities for demimartingales and N-demimartingales
(2012)Newman and Wright (1982) provide an upcrossing inequality for demimartingales while Prakasa Rao (2011) provides a downcrossing inequality for the class of N-demimartingales. These results are instrumental for obtaining ...
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Article
Maximal inequalities for demimartingales and a strong law of large numbers
(2000)Chow's maximal inequality for (sub)martingales is extended to the case of demi(sub)martingales introduced by Newman and Wright (Z. Wahrsch. Verw. Geb. 59 (1982) 361-371). This result serves as a "source" inequality for ...
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Article
U-statistics on associated random variables
(2004)We consider the class of U-statistics which are based on a collection of associated random variables. Since independent random variables are associated, the class of U-statistics introduced by Hoeffding (Ann. Math. Statist. ...