In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establis...In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob’s type maximal inequality for demimartingales, strong laws of large numbers and growth rate for demimartingales and associated random variables. At last, we give an equivalent condition of uniform integrability for demisubmartingales.展开更多
In this paper,the Chow-type maximal inequality for conditional demimartingales is established.By using the Chow-type maximal inequality,the authors provide the maximal inequality for conditional demimartingales based ...In this paper,the Chow-type maximal inequality for conditional demimartingales is established.By using the Chow-type maximal inequality,the authors provide the maximal inequality for conditional demimartingales based on concave Young functions.At last,the moment inequalities for conditional demimartingales are established.展开更多
Harremoes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartin- gales which generalize the results of Harremo...Harremoes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartin- gales which generalize the results of Harremoes. We also obtain an inequality for non-negative demimartingales which generalizes the result of Iksanov and Marynych. Finally we obtain a strong law of large numbers, strong growth rate and integrability of supremum for demimartin- gales which generalize and improve the result of Chow.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos. 10871001, 60803059)the Innovation Group Foundation of Anhui University
文摘In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob’s type maximal inequality for demimartingales, strong laws of large numbers and growth rate for demimartingales and associated random variables. At last, we give an equivalent condition of uniform integrability for demisubmartingales.
基金supported by the National Natural Science Foundation of China(Grant No.11061032)the Professional Competence Enhancement Research Project for Young Teachers of Northwest Normal University(Grant No.NWNU-LKQN-11-2)
基金supported by the National Natural Science Foundation of China(Nos.11201001,11171001,11426032)the National Social Science Foundation of China(No.14ATJ005)+1 种基金the Anhui Provincial Natural Science Foundation of China(No.1508085J06)the Research Teaching Model Curriculum of Anhui University(No.xjyjkc1407)
文摘In this paper,the Chow-type maximal inequality for conditional demimartingales is established.By using the Chow-type maximal inequality,the authors provide the maximal inequality for conditional demimartingales based on concave Young functions.At last,the moment inequalities for conditional demimartingales are established.
基金Supported by the NNSF of China (10871001, 61075009)Provincial Natural Science Research Project of Anhui Colleges (KJ2010A005)+3 种基金Talents Youth Fund of Anhui Province Universities (2010SQRL016ZD)Youth Science Research Fund of Anhui University (2009QN011A)Academic Innovation Team of Anhui University (KJTD001B)Natural Science Research Project of Suzhou College (2009yzk25)
文摘Harremoes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartin- gales which generalize the results of Harremoes. We also obtain an inequality for non-negative demimartingales which generalizes the result of Iksanov and Marynych. Finally we obtain a strong law of large numbers, strong growth rate and integrability of supremum for demimartin- gales which generalize and improve the result of Chow.
