逆弱鞅函数的一类Marshall型极大值概率不等式  

A Class of Marshall Type Maximal Probability Inequalities for the Function of Reverse Demimartingales

作　　者：李颖 冯德成 周越 LI Ying;FENG Decheng;ZHOU Yue(College of Mathematics and Statistics,Northwest Normal University,Gansu Lanzhou 730070,China)

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：《河北师范大学学报（自然科学版）》2024年第6期552-557,共6页Journal of Hebei Normal University：Natural Science

基　　金：国家自然科学基金(12261080,62261049)。

摘　　要：逆弱下鞅是比鞅序列更为广泛的一类相依随机变量序列.本文利用一般随机变量的H9lder不等式和逆弱下鞅函数的Doob型极大值概率不等式,给出了逆弱下鞅函数{g(S_n),n≥1}在不同条件下的一类Marshall型极大值不等式,这里g是R上单调增的下凸函数.Reverse demisubmartingales are a more extensive class of dependent random variables than martingales sequences.In this paper,we establish a class of the Marshall type maximal probability inequalities of the reverse demisubmartingales function sequence{g(S_n),n≥1}under different conditions by using H9lder inequalities for general random variables and Doob-type maximal inequalities of the function of reverse demisubmartingales,where g is a monotonically increasing convex downward function on R.

关 键 词：逆弱鞅 逆弱下鞅 下凸函数 Marshall型不等式 

分 类 号：O211.4[理学—概率论与数理统计]