半鞅的极大值不等式  

Maximal Inequalities for Demimartingales

作　　者：冯德成[1] 陈彩龙[1] 蒋文君[1] 

机构地区：[1]西北师范大学数学与统计学院,甘肃兰州730070

出　　处：《佳木斯大学学报（自然科学版）》2014年第4期590-592,共3页Journal of Jiamusi University：Natural Science Edition

基　　金：西北师大青年教师科研能力提升计划项目(NWNU-LKQN-11-2)

摘　　要：给出了半鞅的另一种形式的Chow型极大值不等式,将Wang Jian-feng(Statistics and Probability Letters,2004,3(66):347-354)的结论做了进一步改进和推广,得到了半鞅的其它极大值不等式.In this paper , a maximal inequality and Chow＇s maximal inequality for demimartingales were established , which generalized and improved the main result of Jianfeng Wang （ Statistics and Probability Letters , 2004, 3（66）347 -354 ）.The maximal inequality obtained for demimartingales is used as a key inequality to more inequality .

关 键 词：半鞅 半下鞅 极大值不等式 

分 类 号：O211.9[理学—概率论与数理统计]