摘要
在弱(下)鞅概率不等式的基础上,给出了双参数弱(下)鞅的一类极小值不等式.
In this paper,a class of maximax inequalities for one-parameter demi(sub)martingales are extended to two-parameter demi(sub)martingales,and a class of maximax inequalities for two-parameter demi(sub)martingales are obtained.In addition,let a non-negative convex function act on the demimartingale,and a maximax inequality for two-parameter demi(sub)martingales is obtained.
作者
文慧敏
冯德成
杨亚男
WEN Hui-min;FENG De-cheng;YANG Ya-nan(College of Mathematics and Statistics,Northwest Normal University,Lanzhou 730070,China)
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
2021年第3期95-100,共6页
Journal of Southwest University(Natural Science Edition)
基金
国家自然科学基金项目(11861057,11761064).
关键词
弱(下)鞅
双参数弱(下)鞅
极小值不等式
demi(sub)martingale
two-parameter demi(sub)martingale
minimax inequality
