基于不确定变量序列的矩和尾不等式研究

Moment and Tail Inequalities Based on Uncertain Variable Sequences

不确定不等式是研究不确定极限理论和不确定统计的基础和前提。本文主要在不确定理论框架下研究几个重要的不确定矩和尾不等式,例如r-阶不等式、Kolmogorov不等式等,并和概率空间随机变量序列相关矩和尾不等式比较,得到一些好的结果。

The emphasis in this paper is mainly on some important moments and tails inequalities of uncertain variables within the framework of uncertainty theory.Some uncertain moments and tails inequalities which are consistent with random moments and tails inequalities,for example,r-order inequality,Kolmogorov’s inequality and other important inequalities are presented.The investigations help lay theoretical foundations for the development of uncertainty theory.