Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables

摘要

In this paper we define the class of conditional strong N-demimartingales given a ??-field F. This class includes the partial sum of F-negatively associated random variables as a special case. For functions of conditional strong N-demimartingales we compare the conditional expectation with the corresponding one of partial sums of conditionally independent random variables.