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Exponential inequalities for N-demimartingales and negatively associated random variables. (English) Zbl 1180.60016
The class of $$N$$-demimartingales generalizes the concept of negative association and includes as special cases martingales with respect to the natural choice of $$\sigma$$-algebras. The authors derive Azuma type inequality for $$N$$-demimartingales and obtain an exponential inequality for negatively associated random variables as a corollary.

##### MSC:
 6e+16 Inequalities; stochastic orderings
##### Keywords:
Azuma type inequality; exponential inequality
Full Text:
##### References:
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