Exponential inequalities for N-demimartingales and negatively associated random variables (Q731949)

From MaRDI portal
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

    Identifiers