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半鞅的极大值不等式

Maximal Inequalities for Demimartingales
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摘要 给出了半鞅的另一种形式的Chow型极大值不等式,将Wang Jian-feng(Statistics and Probability Letters,2004,3(66):347-354)的结论做了进一步改进和推广,得到了半鞅的其它极大值不等式. In this paper , a maximal inequality and Chow's maximal inequality for demimartingales were established , which generalized and improved the main result of Jianfeng Wang ( Statistics and Probability Letters , 2004, 3(66)347 -354 ).The maximal inequality obtained for demimartingales is used as a key inequality to more inequality .
出处 《佳木斯大学学报(自然科学版)》 CAS 2014年第4期590-592,共3页 Journal of Jiamusi University:Natural Science Edition
基金 西北师大青年教师科研能力提升计划项目(NWNU-LKQN-11-2)
关键词 半鞅 半下鞅 极大值不等式 demimartingale demisubmartingale maximal inequality
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