弱鞅的一类Marshall型极大值不等式

A Class of Marshall Type Maximal Inequalities for Demimartingale

利用H9lder不等式和弱鞅的Doob型极大值不等式,将关于弱鞅{S_n,n≥1}的Marshall型不等式推广到形如{g(S_n),n≥1}的弱下鞅情形,并给出在不同条件下弱下鞅{g(S_n),n≥1}的一类Marshall型极大值不等式,这里g是R上的不减凸函数.

We generalized the Marshall type inequalities for demimartingale sequence {Sn,n≥1}to the case of demimartingale sequence {g（Sn）,n≥1}by using H9 lder inequality and Doob type maximal inequalities of demimartingale,and gave a class of the Marshall type maximal inequalities of the demisubmartingale sequence {g（Sn）,n ≥ 1}under different conditions, where g was a nondecreasing convex function on R.