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Some Kinds Of The γ-type Probability Inequalities Of Two-Parameter Demimartingale And Strong Law Of Large Number

Posted on:2021-03-19Degree:MasterType:Thesis
Country:ChinaCandidate:Y N YangFull Text:PDF
GTID:2370330623982009Subject:Probability theory and mathematical statistics
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Demi(sub)martingale and conditional demi(sub)martingale are two types of dependent random variable sequences which are more extensive than martingale.If{Sn,n≥1} is a demimartingale,g(·)is a nondecreasing convex function,then{g(Sn),n≥1} is a demisubmartingale.This conculution is also true for two-parameter demi(sub)martingale and for two-parameter conditional demi(sub)martingale.Based on the existed the γ type probability inequalities for the demimartingale sequence {Sn,n≥)1},we further explore the γ type probability inequality for two-parameter demi(sub)martingale and two-parameter conditional demi(sub)martingale like {g(Sn),n≥1} and {Sn,n≥1} in this paper.Meanwhile we give the strong law of large number for two-parameter martingale differences.The main works are as follows:Firstly,we obtain a strong law of large number for conditional demi(sub)martingale.Secondly,we establish the γ type probability inequalities for two-parameter demi(sub)martingale and a strong law of large number for two-parameter martingale differences.Thirdly,we establish γ type probability inequalities for two-parameter conditional demi(sub)martingale.
Keywords/Search Tags:conditional demi(sub)martingale, two-parameter demi(sub)martingale, two-parameter conditional demi(sub)martingale, γ-type probability inequalities, strong law of large number
PDF Full Text Request
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