Some Probability Inequalities And Limit Theorems For Conditional Demimartingales

Discrete-time martingale is a special kind of random variable sequence, it is an important concept in probability theory. As a general sequence of F-demimartingale, which has been interested by many scholars.In this thesis, with the help of some probability inequalities and limit theorems for demimartingale, the specific results are as follows:Firstly, we obtain another form of Chow’s inequality and establish some maximal inequalityies for.F-demimartingale. In addition, we get some moment inequalities for nonnegative conditional demimartingales by using the conditional Holder’s inequality and Fubini theory.Secondly, we establish some minimal inequalities for conditional demi (sub) martingales and nonnegative conditional demimartingales which generalize and improve the main result of reference[l].