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Whittle type inequality for demisubmartingales
Author(s):
B.
L. S.
Prakasa Rao
Journal:
Proc. Amer. Math. Soc.
130
(2002),
3719-3724.
MSC (2000):
Primary 60E15
Posted:
May 15, 2002
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Abstract:
A Whittle type inequality for demisubmartingales is derived and a strong law of large numbers for functions of a demisubmartingale is obtained.
References:
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- 1.
- Christofides, T.C.: Maximal inequalities for demimartingales and a strong law of large numbers, Statist. Probab. Lett., 50 (2000), 357-363. MR 2001m:60032
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Additional Information:
B.
L. S.
Prakasa Rao
Affiliation:
Indian Statistical Institute, 7, SJSS Marg, New Delhi 110 016, India
Email:
blsp@isid.ac.in
DOI:
10.1090/S0002-9939-02-06517-6
PII:
S 0002-9939(02)06517-6
Keywords:
Whittle's inequality,
Kolmogorov's inequality,
maximal inequality,
Hajek-Renyi inequality,
Dufresnoy's inequality,
demisubmartingale,
demimartingale,
associated sequences,
strong law of large numbers
Received by editor(s):
June 15, 2001
Received by editor(s) in revised form:
August 3, 2001
Posted:
May 15, 2002
Communicated by:
Claudia M. Neuhauser
Copyright of article:
Copyright
2002,
American Mathematical Society
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