Πλοήγηση ανά Συγγραφέα "Hadjikyriakou, M."
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Article
Conditional acceptability of random variables
Christofides, Tasos C.; Fazekas, I.; Hadjikyriakou, M. (2016)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 ...
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Article
The Conditional Convex Order and a Comparison Inequality
Christofides, Tasos C.; Hadjikyriakou, M. (2015)In this article, we define the conditional convex order, that is, a stochastic ordering between random variables given a sub-σ-algebra F. For the conditional convex order, we present a few representative results. In addition, ...
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Article
Conditional demimartingales and related results
Christofides, Tasos C.; Hadjikyriakou, M. (2013)In this paper we deal with the classes of F-demimartingales and conditional N-demimartingales and for these new classes of random objects we provide a number of maximal and moment inequalities as well as related asymptotic ...
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Article
Exponential inequalities for N-demimartingales and negatively associated random variables
Christofides, Tasos C.; Hadjikyriakou, M. (2009)The class of N-demimartingales generalizes in a natural way the concept of negative association and includes as special cases martingales with respect to the natural choice of σ-algebras. For this class of random variables, ...
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Article
Maximal and moment inequalities for demimartingales and N-demimartingales
Christofides, Tasos C.; Hadjikyriakou, M. (2012)Newman and Wright (1982) provide an upcrossing inequality for demimartingales while Prakasa Rao (2011) provides a downcrossing inequality for the class of N-demimartingales. These results are instrumental for obtaining ...