Theoretical Statistics and Mathematics Unit, ISI Delhi

On some inequalities for N-demimartingales

by B. L. S. Prakasa Rao

Concepts of N-demimartingales, N-demisupermartingales and strong N-demi-martingales are introduced. An example of a N-demimartingale is a sequence of the partial sums of a sequence negatively associated zero mean random variables . A Chow type maximal inequality for N-demimartingale is obtained and a comparison theorem on the moment inequalities between a strong N-demimartingale and a sum of independent random variables is derived.

isid/ms/2004/12 [fulltext]

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