Maximal inequalities for demimartingales and their applications  

作　　者：WANG XueJun HU ShuHe 

机构地区：[1]School of Mathematical Science,Anhui University,Hefei 230039,China

出　　处：《Science China Mathematics》2009年第10期2207-2217,共11页中国科学：数学（英文版）

基　　金：supported by National Natural Science Foundation of China (Grant Nos. 10871001, 60803059);the Innovation Group Foundation of Anhui University

摘　　要：In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob’s type maximal inequality for demimartingales, strong laws of large numbers and growth rate for demimartingales and associated random variables. At last, we give an equivalent condition of uniform integrability for demisubmartingales.In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob’s type maximal inequality for demimartingales, strong laws of large numbers and growth rate for demimartingales and associated random variables. At last, we give an equivalent condition of uniform integrability for demisubmartingales.

关 键 词：maximal inequality demimartingales associated random variables growth rate 60E15 60F15 

分 类 号：O211.5[理学—概率论与数理统计]