弱(下)鞅的一类Marshall型极大值不等式
A Class of Marshall Type Maximal Inequality for Demi(sub)martingales
DOI: 10.12677/PM.2021.1111199, PDF, HTML, 下载: 352  浏览: 500  国家自然科学基金支持
作者: 鲁雅莉, 冯德成, 蔺 霞：西北师范大学数学与统计学院，甘肃 兰州
关键词: 弱(下)鞅；Marshall型不等式；极大值；Demi(sub)martingale； Marshall Type Inequality； Maximal
摘要: 本文利用一个初等不等式，得到了弱(下)鞅{Sn,n≥1}的一类 Marshall 型极大值不等式，同时得到了形如{g（Sn）,n≥1}的弱(下)鞅的一个 Marshall 型极大值不等式。
Abstract: In this paper, we got a Marshall type maximal inequality for demi(sub)martingale {Sn,n≥1} by using an elementary inequality. At the same time , we got a Marshall type maximal inequality for demisubmartingale {g（Sn）,n≥1}.
文章引用：鲁雅莉, 冯德成, 蔺霞. 弱(下)鞅的一类Marshall型极大值不等式[J]. 理论数学, 2021, 11(11): 1763-1769. https://doi.org/10.12677/PM.2021.1111199

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