Some inequalities for conditional demimartingales and conditional \(N\)-demimartingales
The concept of conditional demimartingales was introduced by \textit{M. Hadjikyriakou} [``Probability and moment inequalities for demimartingales and associated random variables'', University of Cyprus, Nocosia (PhD Thesis) (2010)] following the concept of conditional association for random variables introduced by \textit{B. L. S. Prakasa Rao} [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)]. Similar notions of conditional negative association and conditional N-demimartingales were introduced by Christofides, Roussas and Hadjikyriakou. The authors obtain some maximal inequalities for conditional demisubmartingales, moment inequalities for conditional \(N\)-demimartingales and some related results. As an application, they derive a strong law of large numbers for conditionally associated random variables.
conditionally associated random variable
scientific article; zbMATH DE number 6162727