Some inequalities for conditional demimartingales and conditional \(N\)-demimartingales
type: Item
instance of: scholarly article
title: Some inequalities for conditional demimartingales and conditional \(N\)-demimartingales
zbMATH Open document ID: 1277.60044
author: Xinghui Wang
author: Xuejun Wang
published in: Statistics \& Probability Letters
publication date: 2013-05-13T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 6162727
zbMATH Keywords: conditional demimartingale
zbMATH Keywords: conditional \(N\)-demimartingale
zbMATH Keywords: conditionally associated random variable
zbMATH Keywords: strong law of large numbers
reviewed by: B. L. S. Prakasa Rao
MaRDI profile type: Publication
full work available at URL: j.spl.2012.11.017
OpenAlex ID: W1983572913
DOI: 10.1016/J.SPL.2012.11.017
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description: scientific article; zbMATH DE number 6162727