条件PA序列的条件Hájek-Rényi型不等式及其应用  

The Conditional Hájek-Rényi-type Inequalities for Conditional PA Sequences and their Application

作　　者：冯德成 李琴社 王英 FENG DECHENG;LI QINSHE;WANG YING(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

出　　处：《应用数学学报》2019年第5期647-654,共8页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(11861057,11761064);甘肃省高等学校创新能力提升项目(2019A-003)资助

摘　　要：本文利用条件弱鞅的一个极大值不等式,即引理1,得到了条件PA序列的条件H-R型不等式,所得结论推广了已有文献中的相关结果,同时给出了条件弱鞅上确界的条件期望有限的一个判定条件.In this paper,we obtain the conditional Hajek-Renyi-type inequalities for conditional PA sequences by using a maximal inequality for conditional demimartingale,which generalize and improve the corresponding results of the existing literature.Meanwhile,we establish a condition for determining whether the conditional expectation of the supremum of a demimartingale is finite.

关 键 词：条件弱鞅 条件弱下鞅 条件H-R型不等式 

分 类 号：O211.4[理学—概率论与数理统计]