条件PA序列的条件Hájek-Rényi型不等式及其应用

The Conditional Hájek-Rényi-type Inequalities for Conditional PA Sequences and their Application

本文利用条件弱鞅的一个极大值不等式,即引理1,得到了条件PA序列的条件H-R型不等式,所得结论推广了已有文献中的相关结果,同时给出了条件弱鞅上确界的条件期望有限的一个判定条件.

In this paper,we obtain the conditional Hajek-Renyi-type inequalities for conditional PA sequences by using a maximal inequality for conditional demimartingale,which generalize and improve the corresponding results of the existing literature.Meanwhile,we establish a condition for determining whether the conditional expectation of the supremum of a demimartingale is finite.