Exponential inequalities for N-demimartingales and negatively associated random variables
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.
scientific article; zbMATH DE number 5611778
scientific article