Exponential inequalities for N-demimartingales and negatively associated random variables
type: Item
instance of: scholarly article
title: Exponential inequalities for N-demimartingales and negatively associated random variables
zbMATH Open document ID: 1180.60016
author: Tasos C. Christofides
author: Milto Hadjikyriakou
published in: Statistics \& Probability Letters
publication date: 2009-10-09T00:00:00Z
review text: The class of \(N\)-demimartingales generalizes the concept of negative association and includes as special cases martingales with respect to the natural choice of \(\sigma\)-algebras. The authors derive Azuma type inequality for \(N\)-demimartingales and obtain an exponential inequality for negatively associated random variables as a corollary.
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 5611778
zbMATH Keywords: Azuma type inequality
zbMATH Keywords: exponential inequality
reviewed by: B. L. S. Prakasa Rao
MaRDI profile type: Publication
full work available at URL: j.spl.2009.06.013
OpenAlex ID: W1998493278
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DOI: 10.1016/J.SPL.2009.06.013
description: scientific article; zbMATH DE number 5611778