N-弱鞅的不等式及强大数定理

The Inequality and Strong Law of Large Numbers for N-demimartingale

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摘要在X.J.Wang等(Statist.Probab.Lett.,2011,81:1348-1353.)工作的基础上,针对其未讨论的一类情形,获得了一个N-弱鞅的强大数定理.另外,将一个N-弱上鞅的不等式推广到连续N-弱上鞅,并给出了一种特殊形式的一个强大数定理. In this paper, we prove a strong law of large numbers for N-demimartingale on the basis of the work of X. J. Wang, et al （Statist. Probab. Lett. ,2011,81：1348 - 1353. ） which they have not discussed. In addition, we extend an inequality for N-demisu- permartingale to continuous time parameter N-demisupermartingale, and give a strong law of large numbers for a speeial form.

作者宋海龙赵联文付娟

机构地区西南交通大学数学学院

出处《四川师范大学学报（自然科学版）》 CAS CSCD 北大核心 2013年第3期347-349,共3页 Journal of Sichuan Normal University（Natural Science）

基金中央高校基本科研业务费专项资金(SWJTU11CX155)资助项目

关键词 N-弱(上)鞅不等式强大数定理 N-demi （super） martingale inequality strong law of large numbers

分类号 O211.4 [理学—概率论与数理统计]

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参考文献15

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共引文献9

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N-弱鞅的不等式及强大数定理

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