A maximal $\mathbb {L}_{p}$-inequality for stationary sequences and its applications
نویسندگان
چکیده
منابع مشابه
A MAXIMAL Lp-INEQUALITY FOR STATIONARY SEQUENCES AND ITS APPLICATIONS
The paper aims to establish a new sharp Burkholder-type maximal inequality in Lp for a class of stationary sequences that includes martingale sequences, mixingales and other dependent structures. The case when the variables are bounded is also addressed, leading to an exponential inequality for a maximum of partial sums. As an application we present an invariance principle for partial sums of c...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 2006
ISSN: 0002-9939,1088-6826
DOI: 10.1090/s0002-9939-06-08488-7