کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153062 958316 2013 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Some inequalities for conditional demimartingales and conditional N-demimartingales
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Some inequalities for conditional demimartingales and conditional N-demimartingales
چکیده انگلیسی
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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 3, March 2013, Pages 700-709
نویسندگان
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