基于cY函数的弱(下)鞅的一类极大值不等式

doi:10.6040/j.issn.1671-9352.0.2020.420

《山东大学学报(理学版)》 ›› 2021, Vol. 56 ›› Issue (11): 93-96.doi: 10.6040/j.issn.1671-9352.0.2020.420

• • 上一篇

基于cY函数的弱(下)鞅的一类极大值不等式

冯德成,蔺霞^*,鲁雅莉

西北师范大学数学与统计学院, 甘肃兰州 730070

发布日期:2021-11-15
作者简介:冯德成(1972— ), 男, 博士, 副教授, 硕士生导师, 研究方向为应用概率. E-mail:fengdc@163.com*通信作者简介:蔺霞(1996— ), 女, 硕士研究生, 研究方向为应用概率. E-mail:linxia19951204@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)

A class of maximal inequalities for demimartingales(demisubmartingales)based on concave Young functions

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

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

Published:2021-11-15

摘要/Abstract

摘要： 利用Fubini定理,得到了基于cY函数的弱(下)鞅的一类极大值不等式。

关键词: 弱鞅, 弱下鞅, cY函数, Fubini定理, 极大值不等式

Abstract: Fubini theorem is used to obtain a class of maximal inequalities for demimartingales(demisubmartingales)based on concave Young functions.

Key words: demimartingale, demisubmartingale, concave Young function, Fubini theorem, maximal inequality

中图分类号:

O211.4

冯德成,蔺霞,鲁雅莉. 基于cY函数的弱(下)鞅的一类极大值不等式[J]. 《山东大学学报(理学版)》, 2021, 56(11): 93-96.

FENG De-cheng, LIN Xia, LU Ya-li. A class of maximal inequalities for demimartingales(demisubmartingales)based on concave Young functions[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2021, 56(11): 93-96.

参考文献

[1] NEWMAN C M, WRIGHT A L. Associated random variables and martingale inequalities[J]. Z Wahrsch Verw Geb, 1982, 59(3):361-371.
[2] CHRISTOFIDES T C. Maximal inequalities for demimartingales and a strong law of large numbers[J]. Stat Probab Lett, 2000, 50(4):357-363.
[3] DAI Pingping, SHEN Yan, HU Shuhe, et al. Some results for demimartingales and N-demimartingales[J]. Journal of Inequalities and Applications, 2014, 2014(1):489-500.
[4] CHRISTOFIDES T C. Maximal inequalities for N-demimartingales[J]. Arch Inequal Appl, 2003, 50(1):397-408.
[5] WANG Jianfeng. Maximal inequalities for associated random variables and demimartingales[J]. Stat Probab Lett, 2004, 66(3):347-354.
[6] WANG Xuejun, HU Shuhe. Maximal inequalities for demimartingales and their applications[J]. Sci China Ser A, 2009, 52(10):2207-2217.
[7] WANG Xuejun, HU Shuhe, PRAKASA R B, et al. Maximal inequalities for N-demimartingales and strong law of large numbers[J]. Stat Probab Lett, 2011, 81(9):1348-1353.
[8] AGBEKO N K. Concave function inequalities for sub-(super-)martingales[J]. Ann Univ Sci Budapest Sect Math, 1986, 29:9-17.
[9] WANG Xuejun, HU Shuhe, YANG Wenzhi, et al. On some maximal inequalities for demimartingales and N-demimartingales based on concave Young functions[J]. Journal of Mathematical Analysis and Applications, 2012, 396(2):434-440.
[10] 冯德成, 刘红蕊, 牛彩莉. 基于cY函数的F -弱鞅和条件N-弱鞅的最大值不等式[J]. 西南大学学报(自然科学版), 2015, 37(11):77-81. FENG Decheng, LIU Hongrui, NIU Caili. On some maximal inequalities for F -demimartingales and conditional N-demimartingales based on concave Young functions[J]. Journal of Southwest University(Natural Science), 2015, 37(11):77-81.

多维度评价

Viewed

Full text

Abstract

Cited

Shared

Discussed

基于cY函数的弱(下)鞅的一类极大值不等式

A class of maximal inequalities for demimartingales(demisubmartingales)based on concave Young functions

PDF (PC)

摘要/Abstract

引用本文

使用本文

参考文献

相关文章 3

多维度评价

本文评价

推荐阅读 0

[1]	冯德成,张潇,周霖. 弱鞅的一类极小值不等式[J]. 山东大学学报（理学版）, 2017, 52(8): 65-69.
[2]	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.
[3]	龚小兵1,2. 弱鞅的Whittle型不等式及其应用[J]. J4, 2011, 46(9): 112-116.