Moment Inequality for -Mixing 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: Journal of Inequalities and Applications
سال: 2009
ISSN: 1029-242X
DOI: 10.1155/2009/379743