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Remarks on maximal inequalities for non-negative demisubmartingales

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  • Prakasa Rao, B.L.S.

Abstract

Maximal inequalities have been derived earlier using the upcrossing inequalities for demimartingales and the down-crossing inequalities for N-demimartingales. We give an alternate approach for deriving maximal inequalities for non-negative demisubmartingales using elementary inequalities for real numbers.

Suggested Citation

  • Prakasa Rao, B.L.S., 2012. "Remarks on maximal inequalities for non-negative demisubmartingales," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1388-1390.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:7:p:1388-1390
    DOI: 10.1016/j.spl.2012.03.019
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    References listed on IDEAS

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    1. B. Acciaio & M. Beiglbock & F. Penkner & W. Schachermayer & J. Temme, 2012. "A trajectorial interpretation of Doob's martingale inequalities," Papers 1202.0447, arXiv.org, revised Jul 2013.
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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.

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    Keywords

    Maximal inequality; Demisubmartingale;

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