Conditional demimartingales and related results

DOI10.1016/j.jmaa.2012.09.004zbMath1260.60083OpenAlexW2048400472MaRDI QIDQ691842

Tasos C. Christofides, Milto Hadjikyriakou

Publication date: 4 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.09.004

zbMATH Keywords

strong law of large numbersmoment inequalitiesmaximal inequalitiesconditional complete convergence\(\mathcal F\)-demimartingalesconditional \(N\)-demimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items

Conditional acceptability of random variables ⋮ From Conditional Independence to Conditionally Negative Association: Some Preliminary Results ⋮ Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales ⋮ Conditionally negative association resulting from multinomial distribution ⋮ Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables ⋮ Some results following from conditional characteristic functions ⋮ The Conditional Convex Order and a Comparison Inequality ⋮ A conditional version of the extended Kolmogorov-Feller weak law of large numbers ⋮ Some preliminary results on conditionally ψ-mixing sequences of random variables ⋮ Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability ⋮ Some results for demimartingales and \(N\)-demimartingales

Cites Work

• Conditional limit theorems for conditionally negatively associated random variables
• Conditional versions of limit theorems for conditionally associated random variables
• On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions
• Conditional independence, conditional mixing and conditional association
• Exponential inequalities for N-demimartingales and negatively associated random variables
• Maximal inequalities for demimartingales and a strong law of large numbers
• On Conditional Independence, Mixing, and Association
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