Some inequalities for conditional demimartingales and conditional N-demimartingales
In this paper, we establish some maximal inequalities for conditional demi(sub)martingales and minimal inequalities for nonnegative conditional demimartingales. In addition, we get some moment inequalities for conditional N-demimartingales and nonnegative conditional demimartingales by using the conditional Fubini theorem and the conditional Hölder’s inequality. As an application, a strong law of large numbers for conditionally associated random variables is obtained.
Year of publication: |
2013
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---|---|
Authors: | Wang, Xinghui ; Wang, Xuejun |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 700-709
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Publisher: |
Elsevier |
Subject: | Conditional demimartingale | Conditional N-demimartingale | Conditionally associated random variable |
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