条件弱下鞅的条件矩不等式  

Conditional moment inequalities of conditional demi-submartingales

作　　者：冯德成[1] 高玉峰[1] 王晓艳[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：《兰州理工大学学报》2017年第1期154-156,共3页Journal of Lanzhou University of Technology

基　　金：国家自然科学基金(11461061)

摘　　要：利用非负实数的初等不等式,给出了在p为不小于2的偶数时,非负条件弱下鞅和条件弱下鞅的条件p阶矩不等式.Some conditional p-order moment inequalities with p being even number not less than 2 were given to the nonnegative conditional demi-submartingales and conditional demi-submartingales by using elementary inequalities with nonnegative real numbers.

关 键 词：条件弱下鞅 初等不等式 矩不等式 

分 类 号：O211.4[理学—概率论与数理统计]