Conditional acceptability of random variables

Journal of inequalities and applications

Tasos C Christofides¹ 

关键词: \(\mathcal{F}\);    conditional complete convergence;    exponential inequalities;    60F15;    62G20;   

DOI  :  10.1186/s13660-016-1093-1

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

Acceptable random variables introduced by Giuliano Antonini et al. (J. Math. Anal. Appl. 338:1188-1203, 2008) form a class of dependent random variables that contains negatively dependent random variables as a particular case. The concept of acceptability has been studied by authors under various versions of the definition, such as extended acceptability or wide acceptability. In this paper, we combine the concept of acceptability with the concept of conditioning, which has been the subject of current research activity. For conditionally acceptable random variables, we provide a number of probability inequalities that can be used to obtain asymptotic results.

【 授权许可】

CC BY