上期望空间中独立随机变量的不等式（英文）  

Inequalities for Independent Random Variables on Upper Expectation Space

作　　者：吴盼玉[1] 

机构地区：[1]山东大学齐鲁证券金融研究院,济南250100

出　　处：《应用概率统计》2015年第1期1-10,共10页Chinese Journal of Applied Probability and Statistics

基　　金：supported partly by the China Postdoctoral Science Foundation(2013M541899);the Natural Science Foundation of Shandong Province of China(ZR2013AQ021);the Independent Innovation Foundation of Shandong University(2012GN016)

摘　　要：本文给出了上期望空间中独立随机变量部分和的最大不等式、指数不等式、Marcinkiewicz-Zygmund不等式.并且应用指数不等式和Marcinkiewicz-Zygmund不等式研究了随机变量部分和序列完备收敛的性质.In this paper, we establish maximal inequalities, exponential inequalities and Marcinkiewicz- Zygmund inequality for partial sum of random variables which are independent on an upper expec- tation space. As applications, we give the complete convergence for the partial sum of independent random variables on upper expectation space.

关 键 词：上期望 最大不等式 指数不等式 Marcinkiewicz-Zygmund不等式 

分 类 号：O211.5[理学—概率论与数理统计]