《山东大学学报(理学版)》 ›› 2024, Vol. 59 ›› Issue (6): 122-126.doi: 10.6040/j.issn.1671-9352.0.2022.484
• • 上一篇
摘要:
利用条件弱鞅和条件N-弱鞅的性质, 得到条件弱鞅的上穿不等式和条件N-弱鞅的下穿不等式, 推广已有文献中的相关结果。
中图分类号:
1 |
NEWMAN C M , WRIGHT A L . Associated random variables and martingale inequalities[J]. Zeitschrift Fur Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1982, 59 (3): 361- 371.
doi: 10.1007/BF00532227 |
2 | HADJIKYRIAKOU M. Probability and moment inequalities for demimartingales and associated random variables[D]. Nicosia: University of Cyprus, 2010. |
3 | CHRISTOFIDES T C . Maximal inequalities for N-demimartingales[J]. Archives of Inequalities and Applications, 2003, 50 (1): 387- 397. |
4 | PRAKASA RAO B L S . On some maximal inequalities for demisubmartingales and N-demisubmartingales[J]. Journal of Inequalities in Pure & Applied Mathematics, 2007, 8 (4): 112. |
5 | WANG X J , HU S H , PRAKASA RAO B L S , et al. Maximal inequalities for N-demimartingale and strong law of large numbers[J]. Statistics & Probability Letters, 2011, 81 (9): 1348- 1353. |
6 |
CHRISTOFIDES T C , HADJIKYRIAKOU M . Conditional demimartingales and related results[J]. Journal of Mathematical Analysis and Applications, 2013, 398 (1): 380- 391.
doi: 10.1016/j.jmaa.2012.09.004 |
7 |
WANG Xinghui , WANG Xuejun . Some inequalities for conditional demimartingales and conditional N-demimartingales[J]. Statistics and Probability Letters, 2013, 83 (3): 700- 709.
doi: 10.1016/j.spl.2012.11.017 |
8 | 高玉峰, 冯德成, 王晓艳, 等. 条件弱鞅的极小值不等式[J]. 西南大学学报(自然科学版), 2017, 39 (11): 74- 80. |
GAO Yufeng , FENG Decheng , WANG Xiaoyan , et al. Some minimal inequalities for conditional demimartingales[J]. Journal of Southwest University(Natural Science), 2017, 39 (11): 74- 80. | |
9 | PRAKASA RAO B L S . Associated sequences, demimartingales and nonparametric inference[M]. New York: Birkhauser, 2012. |
[1] | 冯德成,王晓艳,高玉峰. 基于Y函数的条件N-弱鞅的最大φ-不等式[J]. 山东大学学报(理学版), 2017, 52(2): 91-96. |
|