期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

弱鞅的Whittle型不等式及其应用

Whittle type inequality for demimartingales and its applications
原文传递
导出
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。 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.
作者 龚小兵
机构地区 四川省高等学校数值仿真重点实验室 内江师范学院数学与信息科学学院
出处 《山东大学学报（理学版）》 CAS CSCD 北大核心 2011年第9期112-116,121,共6页 Journal of Shandong University(Natural Science)
基金 四川省教育厅一般项目(09ZC071)
关键词 弱鞅 Whittle型不等式 Hajek-Renyi型不等式 强大数定律 demimartingale Whittle type inequality Hajek-Renyi type inequality strong law of large numbers
分类号 O211.4 [理学—概率论与数理统计]
  • 相关文献

参考文献13

  • 1WHITTLE P. Refinements of Kolmogorov's inequality [ J]. Theory of Probability and its Applications, 1969, 14:310-311.
  • 2HAJEK J, RENYI A. Generalization of an inequality of Kolmogorov [ J ]. Acta Math Sci Acad Hungar, 1955, 6 (3-4) : 281 - 283.
  • 3DUFRESNOY J. Autour de l'inegalite de Kolmogorov[ J]. C R Acad Sci Paris, 1967, 13(264A) :603.
  • 4RAO P. Whittle's inequality in Hilbert space [ J]. Theory of Probability and Mathematical Statistics, 1978, 16:111-116.
  • 5PRAKASA RAO B L S. Application of Whittle's inequality for Banach space valued martingales [ J]. Statistics & Probability Letters, 2002, 57(2):133-137.
  • 6NEWMAN C M, WRIGHT A L. Associated random variables and martingales inequalities [ J ]. Probability Theory and Related Fields, 1982, 59(3) :361-371.
  • 7Christo T C. Maximal inequalities for demimartingales and a strong law of large numbers [ J ]. Statistics & Probability Letters, 2000, 50(4) :357-363.
  • 8PRAKASA RAO B L S. Whittle type inequality for demi deminaringales martingales [ J ]. Proc Ame Math Soc, 2002, 130 (12) :3719-3724.
  • 9HU Shuhe, WANG Xuejun, YANG Wenzhi, et al. The Hajek-Renyi type inequality for associatedrandom variables [ J ]. Statistics & Probability Letters, 2009, 79 (7) : 884-888.
  • 10WANG Xuejun, HU Shuhe, ZHAO Ting, et al. Doob's type inequality and strong law of large numbers for demimartingales [ J]. Journal of Inequalities and Applications, 2010, 2010 : 838301.1- 838301.2.

二级参考文献12

  • 1C. M. Newman,A. L. Wright.Associated random variables and martingale inequalities[J]. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete . 1982 (3)
  • 2Wang J F.Maximal inequalities for associated random variables and demimartingales. Statistics and Probability Letters . 2004
  • 3Hu S H.Some new results for the strong law of large numbers. Acta Mathematica Sinica . 2003
  • 4Fazekas L,Klesov O.A general approach to the strong law of large numbers. Theory of Probability and Its Applications . 2000
  • 5Esary JD,Proschan F,Walkup DW.Association of random variables, with applications. Annals of Mathematics . 1967
  • 6Birkel T.Moment bounds for associated sequences. Annals of Applied Probability . 1988
  • 7Newman,C. M.Asymptotic independence and limit theorems for positively and negetively dependent random variables. Institute of Mathematical Statistics, Hayward, CA . 1984
  • 8Cox. The Annals of Probability . 1984
  • 9Matula P.On the almost sure central limit theorems for associated random variables. Probab.Math.Statist . 1998
  • 10B. L. S. Prakasa Rao.Hajek-Renyi-type inequality for associated sequences. Statistics and Probability Letters . 2002

共引文献15

山东大学学报（理学版）
2011年 第9期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部