弱(下)鞅的最小值不等式  

Minimal Inequalities for Demi(sub) martingales

作　　者：高玉峰 冯德成 GAO Yufeng;FENG Decheng(College of Mathematics and Statistics,Northwest Normal University ,Lanzhou 730070,China)

机构地区：[1]西北师范大学数学与统计学院,兰州730070

出　　处：《吉林大学学报（理学版）》2018年第6期1409-1413,共5页Journal of Jilin University:Science Edition

基　　金：国家自然科学基金(批准号:11461061)

摘　　要：根据弱(下)鞅的性质,利用凸函数和示性函数的性质,在凸函数g(·)的左导数h(·)和某些示性函数的乘积是一个非负且关于分量不减的函数情形下,给出一类弱(下)鞅的最小值不等式.According to the property of demi(sub)martingales,using the property of convex function and the indicative function,we gave a class of minimal inequalities for demi(sub)martingales under the condition that the product of the left derivative h(x)of the convex function g(x)and some ofthe indicative functions was a non-negative function with respect to nondecreasing components.

关 键 词：弱鞅 弱下鞅 最小值不等式 

分 类 号：O211.4[理学—概率论与数理统计]