Exponential inequalities for N-demimartingales and negatively associated random variables (Q731949)
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scientific article; zbMATH DE number 5611778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for N-demimartingales and negatively associated random variables |
scientific article; zbMATH DE number 5611778 |
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Exponential inequalities for N-demimartingales and negatively associated random variables (English)
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9 October 2009
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The class of \(N\)-demimartingales generalizes the concept of negative association and includes as special cases martingales with respect to the natural choice of \(\sigma\)-algebras. The authors derive Azuma type inequality for \(N\)-demimartingales and obtain an exponential inequality for negatively associated random variables as a corollary.
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Azuma type inequality
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exponential inequality
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