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Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results

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  • Hadjikyriakou, Milto

Abstract

In this paper the Marcinkiewicz-Zygmund inequality for mean zero independent random variables is extended to the case of nonnegative N-demimartingales. This result can be used for obtaining large deviation inequalities for nonnegative N-demimartingales as well as related complete convergence results.

Suggested Citation

  • Hadjikyriakou, Milto, 2011. "Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results," Statistics & Probability Letters, Elsevier, vol. 81(6), pages 678-684, June.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:6:p:678-684
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    References listed on IDEAS

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    1. Christofides, Tasos C. & Hadjikyriakou, Milto, 2009. "Exponential inequalities for N-demimartingales and negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2060-2065, October.
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    Cited by:

    1. Wang, Xinghui & Wang, Xuejun, 2013. "Some inequalities for conditional demimartingales and conditional N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 700-709.
    2. Wang, Xuejun & Hu, Shuhe & Prakasa Rao, B.L.S. & Yang, Wenzhi, 2011. "Maximal inequalities for N-demimartingale and strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1348-1353, September.
    3. Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun, 2012. "Some inequalities for demimartingales and N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 232-239.

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    2. Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun, 2012. "Some inequalities for demimartingales and N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 232-239.
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    4. Wang, Xinghui & Wang, Xuejun, 2013. "Some inequalities for conditional demimartingales and conditional N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 700-709.

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