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逆弱鞅的一类概率不等式

A class of probability inequalities for reverse demimartingales
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摘要 给出逆弱鞅的Chow型极大值不等式和极小值不等式,利用Chow型极大值不等式得到了逆弱鞅的一类Doob型不等式,给出逆弱鞅的一类矩不等式. The Chow-type maximal and minimal inequalities were obtained for reverse demimartingles,and a class of moment inequalities for reverse demimartingales obtained too by using the Chow-type maximal inequality.Another class of moment inequalities for reverse demimartingales were also given.
作者 杨改华 冯德成 YANG Gai-hua;FENG De-cheng(College of Mathematics and Statistic,Northwest Normal University,Lanzhou 730070,China)
出处 《兰州大学学报(自然科学版)》 CAS CSCD 北大核心 2024年第4期556-560,共5页 Journal of Lanzhou University(Natural Sciences)
基金 国家自然科学基金项目(12261080,62261049)。
关键词 逆弱鞅 逆弱下鞅 Chow型不等式 矩不等式 reverse demimartingale reverse demisubmartingale Chow-type inequality moment inequality
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