您的位置:山东大学 -> 科技期刊社 -> 《山东大学学报(理学版)》

《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    

条件弱鞅和条件N-弱鞅的上(下)穿不等式

高玉峰1,2(),冯德成2   

  1. 1. 甘肃省白银市第十中学, 甘肃 白银 730900
    2. 西北师范大学数学与统计学院, 甘肃 兰州 730070
  • 收稿日期:2022-09-16 出版日期:2024-06-20 发布日期:2024-06-17
  • 作者简介:高玉峰(1991—), 男, 硕士研究生, 研究方向为概率论与数理统计. E-mail: 916861214@qq.com

Upcrossing and downcrossing inequalities for conditional demimartingales and conditional N-demimartingales

Yufeng GAO1,2(),Decheng FENG2   

  1. 1. Baiyin No.10 Middle School, Baiyin 730900, Gansu, China
    2. College of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, Gansu, China
  • Received:2022-09-16 Online:2024-06-20 Published:2024-06-17

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。

关键词: 条件弱鞅, 条件N-弱鞅, 上穿不等式, 下穿不等式

Abstract:

According to the property of conditional demimartingales and conditional N-demimartingales, the upcrossing inequalities for conditional demimartingales and the downcrossing inequalities for conditional N-demimartingales are obtained. These results generalize the relevant results in the existing literatures.

Key words: conditional demimartingale, conditional N-demimartingale, upcrossing inequality, downcrossing inequality

中图分类号: 

  • O211.4
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.
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
[1] 王廷明,黎伯堂 . 一类矩阵秩恒等式的证明[J]. J4, 2007, 42(2): 43 -45 .
[2] 付永红1 ,余眝妙2 ,唐应辉3 ,李才良4 . 两水平修理策略下的M/(Mr,Gs)/1/N/N机器维修模型稳态概率算法与性能分析[J]. J4, 2009, 44(4): 72 -78 .
[3] 邹国平1,马儒宁1,丁军娣2,钟宝江3. 基于显著性加权颜色和纹理的图像检索[J]. J4, 2010, 45(7): 81 -85 .
[4] 陈 莉 . 不确定奇异系统的鲁棒故障诊断滤波器设计[J]. J4, 2007, 42(7): 62 -65 .
[5] 曾文赋1,黄添强1,2,李凯1,余养强1,郭躬德1,2. 基于调和平均测地线核的局部线性嵌入算法[J]. J4, 2010, 45(7): 55 -59 .
[6] 易超群,李建平,朱成文. 一种基于分类精度的特征选择支持向量机[J]. J4, 2010, 45(7): 119 -121 .
[7] 孙亮吉,吉国兴 . 上三角形矩阵代数上的Jordan(α,β)-导子和广义Jordan(α,β)-导子[J]. J4, 2007, 42(10): 100 -105 .
[8] 丁超1,2, 元昌安1,3*, 覃晓1,3. 基于GEP的多数据流预测算法[J]. J4, 2010, 45(7): 50 -54 .
[9] 张德瑜,翟文广 . 关于整数n的k次补数[J]. J4, 2006, 41(5): 4 -07 .
[10] 杨建, 张建平,程新路, 杨向东. 类铍离子 1s22s2p 3P0,能级之间的磁偶极跃迁[J]. J4, 2009, 44(11): 29 -34 .