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PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY A MAXIMAL Lp-INEQUALITY FOR STATIONARY SEQUENCES AND ITS APPLICATIONS

By Magda Peligrad, Sergey Utev, Wei, Biao Wu and Communicated Richard C. Bradley

Abstract

Abstract. 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 maximum of partial sums. As an application we present an invariance principle for partial sums of certain maps of Bernoulli shifts processes. 1

Year: 2014
OAI identifier: oai:CiteSeerX.psu:10.1.1.417.8304
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