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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© 2012 Springer Basel AG
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Prakasa Rao, B.L.S. (2012). N-Demimartingales. In: Associated Sequences, Demimartingales and Nonparametric Inference. Probability and its Applications. Springer, Basel. https://doi.org/10.1007/978-3-0348-0240-6_3
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DOI: https://doi.org/10.1007/978-3-0348-0240-6_3
Publisher Name: Springer, Basel
Print ISBN: 978-3-0348-0239-0
Online ISBN: 978-3-0348-0240-6
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