N-Demimartingales

  • B. L. S. Prakasa Rao
Part of the Probability and its Applications book series (PA)

Abstract

We have already introduced the concept of a demimartingale extending the notion of a martingale and studied some of its properties. The class of demimartingales contains the sequences of partial sums of mean zero associated random variables as a special case. Motivated by the theory of demimartingales developed in Chapter 2, we now define (cf. Prakasa Rao (2002a) and Christofides (2003)) the class of N-demimartingales. We will see later that the sequence of partial sums of mean zero negatively associated (NA) random variables form an N-demimartingale. Throughout this chapter, we assume that the expectations of random variables under consideration exist.

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Copyright information

© Springer Basel AG 2012

Authors and Affiliations

  • B. L. S. Prakasa Rao
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of HyderabadHyderabadIndia

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