弱鞅和N-弱鞅函数的一类极大值不等式

doi:10.6040/j.issn.1671-9352.0.2021.455

《山东大学学报(理学版)》 ›› 2022, Vol. 57 ›› Issue (10): 88-91.doi: 10.6040/j.issn.1671-9352.0.2021.455

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弱鞅和N-弱鞅函数的一类极大值不等式

鲁雅莉,冯德成^*,蔺霞

西北师范大学数学与统计学院, 甘肃兰州 730070

发布日期:2022-10-06
作者简介:鲁雅莉(1997— ), 女, 硕士研究生, 研究方向为应用概率. E-mail:luyali97@163.com*通信作者简介:冯德成(1972— ), 男, 博士, 硕士生导师, 研究方向为应用概率. E-mail:fengdc@163.com
基金资助:
国家自然科学基金资助项目(11861057,11761064);甘肃省高等学校创新能力提升项目(2019A-003);西北师范大学研究生科研资助项目(2020KYZZ001113);甘肃省优秀研究生“创新之星”项目(2021CXZX-262)

A class of maximal inequalities for the functions of demimartingales and N-demimartingales

LU Ya-li, FENG De-cheng^*, LIN Xia

College of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, Gansu, China

Published:2022-10-06

摘要/Abstract

摘要： 利用弱鞅的上穿不等式和N-弱鞅的下穿不等式以及它们的极大值不等式, 给出了弱鞅和N-弱鞅函数的一类极大值不等式。

关键词: 弱鞅, N-弱鞅, 下凸函数, 上凸函数, 极大值不等式

Abstract: A class of maximal inequalities for the functions of demartingales and N-demimartingales were given by using upcrossing inequality for demimartingales, downcrossing inequality for N-demimartingales and their maximal inequalities.

Key words: demimartingale, N-demimartingale, convex function, concave function, maximal inequalitiy

中图分类号:

O211.4

鲁雅莉,冯德成,蔺霞. 弱鞅和N-弱鞅函数的一类极大值不等式[J]. 《山东大学学报(理学版)》, 2022, 57(10): 88-91.

LU Ya-li, FENG De-cheng, LIN Xia. A class of maximal inequalities for the functions of demimartingales and N-demimartingales[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2022, 57(10): 88-91.

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弱鞅和N-弱鞅函数的一类极大值不等式

A class of maximal inequalities for the functions of demimartingales and N-demimartingales

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