A general moment inequality for the maximum of the rectangular partial sums of multiple series

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1983 English Publisher:Springer Science and Business Media LLCJournal:Acta Mathematica Hungarica, volume 41, pages 337-346 (issn: 0236-5294, eissn: 1588-2632,

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Authors: Moricz, F.;

doi: 10.1007/bf01961320

A general moment inequality for the maximum of the rectangular partial sums of multiple series

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Abstract

Abstract : In a recent paper (7) we presented a general method of how to obtain an upper estimate for a fixed moment of the maximum of partial sums of a single series in terms of the given 'a priori' upper estimate for the same moment of the partial sums. Now we extend this method from single series to multiple series.

Keywords

superadditive function of intervals, Inequalities; stochastic orderings, maximum of partial sums, moment inequality, multidimensional series

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