Conditional demimartingales and related results (Q691842): Difference between revisions

The concept of conditional association and conditional negative association were introduced by the reviewer [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)] and \textit{G. G. Roussas} [Stochastic Anal. Appl. 26, No. 6, 1274--1309 (2008; Zbl 1160.60002)], respectively. The sequence of partial sums of mean zero conditional associated random variables is an example of a conditional demimartingale and the sequence of partial sums of mean zero conditional negatively associated random variables form a conditional \(N\)-demimartingale. The notion of a conditional demimartingale was introduced by Hadjikyriakou. The authors of the present paper obtain some maximal and moment inequalities and prove strong laws of large numbers for conditional demimartingales and conditional \(N\)-demimartingales. A martingale with respect to the natural sequence of \(\sigma\)-algebras is a a demimartingale under some conditions. For results on demimartingales and related processes, see [the reviewer, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)].