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Maximal inequalities and convergence results on multidimensionally indexed demimartingales

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Hadjikyriakou, Milto ORCID: 0000-0001-5672-7792 and Prakasa Rao, B. L. S. (2023) Maximal inequalities and convergence results on multidimensionally indexed demimartingales. Journal of Statistical Theory and Practice, 17 .

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Official URL: https://doi.org/10.1007/s42519-023-00348-1

Abstract

We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied extensively, no significant amount of work has been done for the corresponding multiindexed class of random variables. This work aims to fill in this gap in the literature by extending
well-known inequalities and asymptotic results to this more general class of random variables.

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