The Conditional Convex Order and a Comparison Inequality

DOI10.1080/07362994.2014.984077zbMath1314.60059OpenAlexW2048733769MaRDI QIDQ5247362

Tasos C. Christofides, Milto Hadjikyriakou

Publication date: 24 April 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2014.984077

zbMATH Keywords

convex orderconditional \(N\)-demimartingalesconditional demimartingales\(\mathcal{F}\)-associated random variables\(\mathcal{F}\)-independent random variablesconditionally negatively associated random variables

Mathematics Subject Classification ID

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

Related Items (3)

Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales ⋮ Normal approximation for strong demimartingales ⋮ 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 demimartingales and related results
• Conditional independence, conditional mixing and conditional association
• Stochastic orders
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
• On the distance between convex-ordered random variables, with applications
• Approximation Theorems of Mathematical Statistics
• On Conditional Independence, Mixing, and Association
• A Stochastic Process Approach to Multivariate Reliability Systems: Notions Based on Conditional Stochastic Order

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