Article ID Journal Published Year Pages File Type
1153062 Statistics & Probability Letters 2013 10 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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