Some new results for demimartingales |
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Authors: | Xue-jun Wang Shu-he Hu Wen-zhi Yang Yan Shen |
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Institution: | WANG Xue-jun HU Shu-he YANG Wen-zhi SHEN Yan School of Mathematical Science,Anhui University,Hefei 230039,China |
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Abstract: | Harremöes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartingales which generalize the results of Harremöes. We also obtain an inequality for non-negative demimartingales which generalizes the result of Iksanov and Marynych. Finally we obtain a strong law of large numbers, strong growth rate and integrability of supremum for demimartingales which generalize and improve the result of Chow. |
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Keywords: | Maximal inequality minimal inequality demimartingale strong law of large numbers |
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