Exponential inequalities for N-demimartingales and negatively associated random variables (Q731949): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:20, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for N-demimartingales and negatively associated random variables |
scientific article |
Statements
Exponential inequalities for N-demimartingales and negatively associated random variables (English)
0 references
9 October 2009
0 references
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.
0 references
Azuma type inequality
0 references
exponential inequality
0 references
