Wu Panyu. Inequalities for Independent Random Variables on Upper Expectation Space[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(1): 1-10.
Citation: Wu Panyu. Inequalities for Independent Random Variables on Upper Expectation Space[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(1): 1-10.

Inequalities for Independent Random Variables on Upper Expectation Space

  • In this paper, we establish maximal inequalities, exponential inequalities and Marcinkiewicz-Zygmund inequality for partial sum of random variables which are independent on an upper expectation space. As applications, we give the complete convergence for the partial sum of independent random variables on upper expectation space.
  • loading

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return