弱鞅的Whittle型不等式及其应用

J4 ›› 2011, Vol. 46 ›› Issue (9): 112-116.

弱鞅的Whittle型不等式及其应用

龚小兵^1,2

1. 四川省高等学校数值仿真重点实验室, 四川内江 641112;
2. 内江师范学院数学与信息科学学院, 四川内江 641112

收稿日期:2010-12-09 出版日期:2011-09-20 发布日期:2011-09-08
作者简介:龚小兵(1975- ),男,副教授,博士研究生,主要研究方向为应用泛函分析.Email:xbgong@163.com
基金资助:
四川省教育厅一般项目(09ZC071)

Whittle type inequality for demimartingales and its applications

GONG Xiao-bing^1,2

1. Key Laboratory of Numerical Simulation of Sichuan Province, Neijiang, Sichuan 641112;
2. College of Mathematics and Information Science, Neijiang Normal University, Neijiang, Sichuan 641112

Received:2010-12-09 Online:2011-09-20 Published:2011-09-08

摘要/Abstract

摘要：

首先得到了弱鞅的 Whittle型不等式, 它包含弱鞅的Hajek-Renyi型不等式, 然后利用此不等式证明了弱鞅的强大数定律。

关键词: 弱鞅；Whittle型不等式; Hajek-Renyi 型不等式; 强大数定律

Abstract:

A Whittle type inequality for demimartingales which contains the Hajek-Renyi type inequality is derived, and a strong law of large numbers for functions of demimartingales is obtained by applying this inequality.

Key words: demimartingale; Whittle type inequality; Hajek-Renyi type inequality;strong law of large numbers

龚小兵1,2. 弱鞅的Whittle型不等式及其应用[J]. J4, 2011, 46(9): 112-116.

GONG Xiao-bing1,2. Whittle type inequality for demimartingales and its applications[J]. J4, 2011, 46(9): 112-116.

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