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条件PA序列的条件H-R型不等式及其应用

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条件PA序列的条件H-R型不等式及其应用 冯德成, 李琴社, 王英西北师范大学数学与统计学院, 兰州 730070 The Conditional Hájek-Rényi-type Inequalities for Conditional PA Sequences and their Application FENG Decheng, LI Qinshe, WANG YingCollege of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, China
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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.
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收稿日期: 2018-03-27
PACS:O211.4
基金资助:国家自然科学基金(11861057,11761064)和甘肃省高等学校创新能力提升项目(2019A-003)资助.

引用本文:
冯德成, 李琴社, 王英. 条件PA序列的条件H-R型不等式及其应用[J]. 应用数学学报, 2019, 42(5): 647-654. FENG Decheng, LI Qinshe, WANG Ying. The Conditional Hájek-Rényi-type Inequalities for Conditional PA Sequences and their Application. Acta Mathematicae Applicatae Sinica, 2019, 42(5): 647-654.
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[3] Sung H S. A note on the Hajek-Renyi inequality for associated random variables. Statistics and Probability Letters, 2008, 78(7):885-889
[4] Hu Shu-he, Wang Xue-jun, Yang Wen-zhi, Zhao Ting. The Hajek-Renyi-type inequality for associated random variables. Statistics and Probability Letters, 2009, 79(15):884-888
[5] Yuan De-mei, Yang Yu-kun. Conditional versions of limit theorems for conditionally associated random variables. Journal of Mathematical Analysis and Applications, 2011, 376(1):282-293
[6] Tasos C Christofides, Milto Hadjikyriakou. Conditional demimartingales and related results. Journal of Mathematical Analysis and Applications, 2013, 398(1):380-391
[7] Hu Shu-he, Wang Xing-hui. On the maximal inequalities for conditional demimartingales. Journal of Mathematical Analysis and Applications, 2014, 8(3):545-558

[1]冯德成, 张潇, 周霖. 条件弱鞅的一类极小值不等式[J]. 应用数学学报, 2018, 41(2): 249-256.



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