Some inequalities for conditional demimartingales and conditional N-demimartingales

Xinghui Wang and Xuejun Wang

Statistics & Probability Letters, 2013, vol. 83, issue 3, 700-709

Abstract: In this paper, we establish some maximal inequalities for conditional demi(sub)martingales and minimal inequalities for nonnegative conditional demimartingales. In addition, we get some moment inequalities for conditional N-demimartingales and nonnegative conditional demimartingales by using the conditional Fubini theorem and the conditional Hölder’s inequality. As an application, a strong law of large numbers for conditionally associated random variables is obtained.

Keywords: Conditional demimartingale; Conditional N-demimartingale; Conditionally associated random variable (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2012.11.017

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