Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables

DOI10.1016/j.spl.2012.12.031zbMath1269.60047OpenAlexW2025212073MaRDI QIDQ1950784

Milto Hadjikyriakou

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.12.031

zbMATH Keywords

conditional expectationconditional association\(\mathcal F\)-demimartingalesconditional covarianceconditional N-demimartingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

Related Items (3)

Normal approximation for strong demimartingales ⋮ The Conditional Convex Order and a Comparison Inequality ⋮ Maximal inequalities and the strong law of large numbers for strong demimartingales

Cites Work

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• Conditional limit theorems for conditionally negatively associated random variables
• Conditional versions of limit theorems for conditionally associated random variables
• An exponential inequality and strong limit theorems for conditional expectations
• Conditional demimartingales and related results
• Conditional independence, conditional mixing and conditional association
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
• On Conditional Independence, Mixing, and Association

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