Exponential inequalities for N-demimartingales and negatively associated random variables (Q731949): Difference between revisions
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Revision as of 06:34, 10 February 2024
scientific article
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| English | Exponential inequalities for N-demimartingales and negatively associated random variables |
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Exponential inequalities for N-demimartingales and negatively associated random variables (English)
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9 October 2009
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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.
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Azuma type inequality
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exponential inequality
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