上期望空间中独立随机变量的不等式

Inequalities for Independent Random Variables on Upper Expectation Space

  • 摘要: 本文给出了上期望空间中独立随机变量部分和的最大不等式、指数不等式、Marcinkiewicz-Zygmund不等式. 并且应用指数不等式和Marcinkiewicz-Zygmund不等式研究了随机变量部分和序列完备收敛的性质.

     

    Abstract: 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.

     

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