On the maximum of a type of random processes

Xuan Liu

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arXiv · 1606.05816

On the maximum of a type of random processes

Xuan Liu

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Abstract

We consider a type of random processes which satisfies the conditional increment condition and obtain an estimate for the tail probability and a Doob-type inequality of the maximum of the process. The main result is that, for processes satisfying the conditional increment condition, the tail probability decay of its maximum behaves in the same way as its marginals.

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Xuan Liu. 2016-06-19. On the maximum of a type of random processes. https://arxiv.org/abs/1606.05816

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