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

• Articles • Previous Articles     Next Articles

Whittle type inequality for demimartingales and its applications

GONG Xiao-bing1,2   

  1. 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

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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

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