|
|
- 2017
基于Y函数的条件N-弱鞅的最大φ-不等式
|
Abstract:
摘要： 得到了基于Y函数的条件N-弱鞅的最大φ-不等式。
Abstract: We obtain the maximal φ-inequalities for conditional N-demimartingales based on Y functions in this paper
| [1] | ALSMEYER G, R(¨overo)SLER U. Maximal phi-inequalities for nonnegative submartingales[J]. Theory of Probability and Its Applications, 2006, 50(1):118-128. |
| [2] | WANG X J, HU S H, PRAKASA RAO B L S P, et al. Maximal inequalities for N-demimartingale and strong law of large numbers[J]. Statistics and Probability Letters, 2011, 81(9):1348-1353. |
| [3] | CHRISTODES T C, HADJIKYRIAKOU M. Conditional demimartingales and related results[J]. Journal of Mathematical Analysis and Applications, 2013, 398(1): 380-391. |
| [4] | WANG Xinghui, WANG Xuejun. Some inequalities for conditional demimartingales and conditional N-demimartingales[J]. Statistics and Probability Letters, 2013, 83(3): 700-709. |
| [5] | WANG Xinghui, HU Shuhe. On the maximal inequalities for conditional demimartingales[J]. Journal of Mathematical Inequalities, 2014, 8(3): 545-558. |
| [6] | 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 -demimartingale and contional N-demimartingale based on concave young functions[J]. Journal of Southwest University(Natural Science), 2015, 37(11):77-81. |
| [7] | CHRISTODES T C. Maximal inequalities for N-demimartingales[J]. Journal of Mathematical Analysis and Applications, 2003, 50(1):397-408. |
| [8] | RAO B L S P. On some inequalities for N-demimartingales[J]. Journal of the Indian Society of Agricultural Statistics, 2004, 57:208-216. |
| [9] | RAO B L S P. On some maximal inequalities for demisubmartingales and N-demisupermartingales[J]. Journal of Inequalities in Pure and Applied Mathematics, 2007, 8(4), Article112. |
| [10] | WANG X J, PRAKASA RAO B L S P, HU S H, 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: 434-440. |
| [11] | HU Shuhe, WANG Xinghui, YANG Wenzhi, et al. Some inequalities for demimartingales and N-demimartingales[J]. Statistics and Probability Letters, 2012, 82(2): 232-239. |
| [12] | HADJIKYRIAKOU M. Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables[J]. Statistics and Probability Letters, 2013, 83(4):1282-1286. |
| [13] | YANG Wenzhi, HU Shuhe. Some maximal type inequalities for N-demimartingales and related results[J]. Mathematical Inequalities and Applications, 2014, 17(2): 731-747. |
