Doob's Type Inequality and Strong Law of Large Numbers for Demimartingales
Doob's Type Inequality and Strong Law of Large Numbers for Demimartingales
We establish some maximal inequalities for demimartingales which generalize the result of Wang (2004). The maximal inequality for demimartingales is used as a key inequality to establish other results including Doob's type maximal inequality, strong law of large numbers, strong growth rate, and integrability of supremum for demimartingales, which generalize …