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

Abstract: In this paper we define the class of conditional strong N-demimartingales given a -field . This class includes the partial sum of -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. [Copyright &y& Elsevier]