Associated sequences, demimartingales and nonparametric inference

BLSP Rao - 2011 - books.google.com
This book gives a comprehensive review of results for associated sequences and
demimartingales developed so far, with special emphasis on demimartingales and related …

On the exponential inequalities for negatively dependent random variables

SH Sung - Journal of Mathematical Analysis and Applications, 2011 - Elsevier
A number of exponential inequalities for identically distributed negatively dependent and
negatively associated random variables have been established by many authors. The proofs …

[HTML][HTML] An exponential inequality for a NOD sequence and a strong law of large numbers

X Wang, S Hu, A Shen, W Yang - Applied Mathematics Letters, 2011 - Elsevier
In this work, we establish an exponential inequality for unbounded negatively orthant
dependent (NOD) random variables. The inequality extends and improves the results of Kim …

Extended Acceptable Random Variables and Hoeffding Inequalities

E Soufiani - Lobachevskii Journal of Mathematics, 2023 - Springer
The concept has of acceptable random variables been applied to exponential inequalities
for the partial sums by so many authors in different ways. In this work, we generalize the …

[PDF][PDF] A Bernstein type inequality for NOD random variables and applications

PY Chen, SH Sung - J. Math. Inequal, 2017 - files.ele-math.com
The Bernstein inequality is an exponential probability inequality for a sequence of bounded
independent random variables. In this paper, we prove a Bernstein type inequality for …

Maximal inequalities with exponential decay under weak dependence conditions

F Boukhari - AIP Conference Proceedings, 2021 - pubs.aip.org
We establish large deviation inequalities with exponential decay for the maximum of partial
sums of subgaussian random variables. Applying our result to acceptable sequences of …

[PDF][PDF] ADVANCED APPROACHES TO RUIN PROBABILITY AND NOVEL EXTENSIONS OF HOEFFDING INEQUALITIES IN INSURANCE MATHEMATICS

E Soufiani - 2024 - researchgate.net
In the ever-evolving domain of risk theory, understanding the intricate relationships between
ruin probability, risk management, and the complexities of financial mathematics has never …

[PDF][PDF] Large deviation inequalities for the maximum of partial sums of dependent random variables

F Boukhari - 2017 - researchgate.net
We establish large deviation inequalities with exponential decay for the maximum of partial
sums of subgaussian random variables. Applying our result to acceptable sequences of …

END 随机变量的指数型不等式和完全收敛性

沈爱婷, 朱华炎, 张颖 - 数学季刊, 2014 - sxjk.magtechjournal.com
Some exponential inequalities and complete convergence are established for extended
negatively dependent (END) random variables. The inequalities extend and improve the …

[引用][C] END 随机变量的概率不等式及其应用

唐小峰 - 数学季刊, 2014 - sxjk.magtechjournal.com
Some probability inequalities are established for extended negatively dependent (END)
random variables. The inequalities extend some corresponding ones for negatively …