| 弱半鞅的Doob不等式及收敛定理的应用 |
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| 引用本文： | 何泽慧.弱半鞅的Doob不等式及收敛定理的应用[J].合肥学院学报(自然科学版),2006,16(3):9-11. |
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| 作者姓名： | 何泽慧 |
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| 作者单位： | 安徽大学,数学与计算科学学院,合肥,230039 |
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| 摘 要： | 首先给出弱上鞅的定义,从而完整了弱鞅的概念,并指出弱鞅、弱半鞅(即弱下鞅)和弱上鞅之间的关系.然后利用弱半鞅的Doob极大值不等式得到了弱半鞅的Doob不等式.最后对Newm an和W right的弱半鞅的基本收敛定理给出了一个应用.
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| 关 键 词： | 弱上鞅 Doob不等式 弱半鞅的基本收敛定理 |
| 文章编号： | 1673-162X(2006)03-0009-03 |
| 修稿时间： | 2006年5月18日 |
Doob's Inequality for Demisubmartingale and the Application of Demisubmartingale's Convergent Theorem |
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| HE Ze-hui.Doob''''s Inequality for Demisubmartingale and the Application of Demisubmartingale''''s Convergent Theorem[J].Journal of Hefei University :Natural Sciences,2006,16(3):9-11. |
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| Authors: | HE Ze-hui |
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| Abstract: | The paper first gives demi-upmartingale's definition and indicates the relationship among demimartingale,demisubmartingale and demi-upmartingale.Then it obtains the Doob's inequality for demisubmartingale using Doob's maximal inequality.It also gives application to demisubmartingale's convergent theorem introduced by Newman and Wright. |
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| Keywords: | demi-upmatingale Doob's inequality demisubmartingale's convergent theorem |
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