Exponential inequalities for N-demimartingales and negatively associated random variables (Q731949): Difference between revisions

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.