|
- 2017
条件弱鞅的极小值不等式
|
Abstract:
在弱(下)鞅的极小值不等式的基础上,得到了条件弱鞅的一类极小值不等式.
Some minimal inequalities for conditional demimartingales are obtained on the basis of minimal inequalities for demi(sub)martingales
[1] | WANG Xing-hui, WANG Xue-jun. 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 |
[2] | DAI Ping-ping, SHEN Yan, HU Shu-he, et al. Some Results for Demimaringales and N-Demimartingales[J]. Journal of Inequalities and Applications, 2014, 2014(1): 1-12. DOI:10.1186/1029-242X-2014-1 |
[3] | HU Shu-he, WANG Xue-jun, YANG Wen-zhi, et al. The Hàjek-Rènyi-Type Inequality for Associated Random Variables[J]. Statistics and Probability Letters, 2009, 79(7): 884-888. DOI:10.1016/j.spl.2008.11.014 |
[4] | NEWMAN C M, WRIGHT A L. Associated Random Variables and Martingale Inequalities[J]. Z Wahrsch Verw Geb, 1982, 59(3): 361-371. DOI:10.1007/BF00532227 |
[5] | CHRISTOFIDES T C. Maximal Inequalities for Demimartingales and a Strong Law of Large Numbers[J]. Statistics and Probability Letters, 2000, 50(4): 357-363. DOI:10.1016/S0167-7152(00)00116-4 |
[6] | CHRISTOFIDES T C. U-Statistics on Associated Random Variables[J]. Journal of Statistical Planning and Inference, 2004, 119(1): 1-15. DOI:10.1016/S0378-3758(02)00418-4 |
[7] | WANG Xue-jun, PRAKASA RAO B L S, HU Shu-he, 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(2): 434-440. DOI:10.1016/j.jmaa.2012.06.014 |
[8] | PRAKASA RAO B L S. On Some Inequalities for Demisubmartingales and N-Demisupermartingales[J]. Journal of Inequalities in Pure and Applied Mathematics, 2007, 8(4): 1-37. |
[9] | HADJIKYRIAKOU M. Probability and Moment Inequalities for Demimartingales and Associated Random Variables [D]. Nicosia: University of Cyprus, 2010. |
[10] | 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 |
[11] | WANG Jian-feng. Maximal Inequalities for Associated Random Variables and Demimartingales[J]. Statistics and Probability Letters, 2004, 66(3): 347-354. DOI:10.1016/j.spl.2003.10.021 |
[12] | WANG Xue-jun, HU Shu-he. Maximal Inequalities for Demimartingales and Their Applications[J]. Science in China Series A: Mathematics, 2009, 52(10): 2207-2217. DOI:10.1007/s11425-009-0067-x |