柯尔莫哥洛夫不等式的推广及应用

Generalization of Kolmogorov's Inequality and its Application

将柯氏莫哥洛夫不等式推广到鞅的情形,并用它证明柯氏强大数律。

In this paper,we generalize kolmogorov's inequality for independent random variable ,As an application,kol mogorov strong law of large number may be generalied into the martingale case.