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Some Probability Inequalities For Conditional Demimartingales And Conditional N-demimartingales

Posted on:2018-09-29Degree:MasterType:Thesis
Country:ChinaCandidate:Y F GaoFull Text:PDF
GTID:2370330515999901Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The limit theory is one of the branches of probability theory and it is also the basis of other branches of probability theory and mathematical statistics.Due to the important role of conditional in probability theory and mathematical statis-tics,based on the limit theory of demimartingales and N-demimartingales,some probability inequalities for conditional demimartingales and conditional N-demimar-tingales were given in this thesis.Our main results are as follows:Firstly,some minimal inequalities for conditional demimartingales were ob-tained on the basis of the minimal inequalities for dem(sub)imartingales.Secondly,some conditional p-order moment inequalities with p being even num-ber not less than 2 were given to the nonnegative conditional demi-submartingales and conditional demi-submartingales by using elementary inequalities with nonneg-ative real numbers.Thirdly,the downcrossing inequalities for conditional N-demimartingales were given according to the definition and property of the conditional N-demimartingales.
Keywords/Search Tags:demimartingale, conditional demi(sub)martingale, minimal inequality, moment inequality, N-demimartingales, conditional N-demimartingales, downcrossing inequality
PDF Full Text Request
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