Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Hadjikyriakou, M."

Now showing items 1-5 of 5

    • 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 ...
    • 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, ...
    • 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 ...
    • 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, ...
    • 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 ...