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(Vector-valued maximal inequality).
A Gini coefficient of 1 represents maximal inequality, whereas a Gini coefficient of 0 represents maximal equality.
Firstly, the maximal inequality for -mixing sequences is given.
Chow [1] proved a maximal inequality for submartingales.
Kotelenez [3] gives a maximal inequality for stochastic convolution integrals.
Corollary 2.4 (Doob's type maximal inequality for demimartingales).
The proofs are based on the maximal inequality for stochastic convolution integrals, that is, Theorem 1.
One is the maximal inequality for pth power of the norm of stochastic convolution integrals.
One of the most interesting inequalities to probability theory is the Rosenthal-type maximal inequality.
This permits the generalization of the weighted maximal inequality (2) to those with explicit constants.
Theorem 2.1 provides a Hájek-Rényi-type maximal inequality for multidimensional arrays of random elements.
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