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On Some Probability Inequalities For F-Demimartingale And Conditional N-Demimartingale Based On Concave Young Functions

Posted on:2017-12-29Degree:MasterType:Thesis
Country:ChinaCandidate:H R LiuFull Text:PDF
GTID:2310330488470222Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The limilt theory for sequence of dependent random variables is an impor-tant part of limilt theory of modern probability, during this process, the study of probability inequality is also a very important link. Demimartingales and N-demimartingales are considered wider sequences of the two random variables than the martingale. In this paper, we will futher extend some probability inequalities of demimartingales and N-demimaringales to the case of F-demimartingales and conditional N-demimartingales by using concave Young functions. Our main work is as follows:(i) Some probability inequalities of F-demimartingale based on concave Young functions are gave;(ii) Some probability inequalities of conditional N-demimartingale based on con-cave Young functions are gave.
Keywords/Search Tags:F-demimartingale, conditional N-demimartingale, concave Young function, maximal inequality
PDF Full Text Request
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