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向量值T-鞅序列及其大数定律

Vector-Valued T-Martingale and Its Law of Large Number
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摘要 阐述向量值T-鞅及其主要性质,证明了向量值T-鞅序列的Hàjek-Rènyi不等式,并利用该不等式证明了T-鞅序列的强大数定律,指出所得结果与Banach空间的一致光滑性质紧密相关。 Vector-valued T-martingale and its propositions are introduced, and the Hajek-Renyi inequality for vector-valued T-martingale is proved. With this inequality, the strong law of large numbers of the vector-valued T-martingale is proved, and the obtained result is closely related to the p-uniform smoothness of Banach spaces.
作者 朱永刚 于林
机构地区 三峡大学理学院
出处 《济南大学学报(自然科学版)》 CAS 北大核心 2010年第3期319-322,共4页 Journal of University of Jinan(Science and Technology)
基金 国家自然科学基金(10671147)
关键词 T一鞅 Hiajek—Renyi不等式 大数定律 P-致光滑 T-martingale Hajek-Renyi inequality law of large numbers p-uniformly smooth
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