本文讨论了 E 值随机变量序列的条件一致可积性,得到了条件一致可积性的几个等价条件,由此知:M.M.Rao 对实值随机变量序列给出的关于σ代数 B 条件一致可积性的定义与 W.Zieba 给出的定义是等价的。另外,我们考察了 E 值鞅型序到在条件...本文讨论了 E 值随机变量序列的条件一致可积性,得到了条件一致可积性的几个等价条件,由此知:M.M.Rao 对实值随机变量序列给出的关于σ代数 B 条件一致可积性的定义与 W.Zieba 给出的定义是等价的。另外,我们考察了 E 值鞅型序到在条件期望下的收敛性与 E 值鞅的局部收敛性,得到了一些新结论,同时推广与改进了一些已知的结果。展开更多
A generalized Rosenthal's inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexi...A generalized Rosenthal's inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.展开更多
文摘本文讨论了 E 值随机变量序列的条件一致可积性,得到了条件一致可积性的几个等价条件,由此知:M.M.Rao 对实值随机变量序列给出的关于σ代数 B 条件一致可积性的定义与 W.Zieba 给出的定义是等价的。另外,我们考察了 E 值鞅型序到在条件期望下的收敛性与 E 值鞅的局部收敛性,得到了一些新结论,同时推广与改进了一些已知的结果。
基金Supported by the Scientific Research Foundation of Hubei Province (D200613001)the National Natural Science Foundation of China (10371093)
文摘A generalized Rosenthal's inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.