Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153062 | Statistics & Probability Letters | 2013 | 10 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xinghui Wang, Xuejun Wang,