多指标鞅的M-Z-B不等式及其在极限定理中的应用

The M-Z-B Inequality for Multidimensionally Indexed Martingales and Its Application to Limit Theorems

  • 摘要: 本文在r-指标σ-域阵\left\\mathcalF_\vecn, \vecn \in N^r\right\满足相容性条件的假定下,证明了r-指标鞅的Marcin-kiewicz-Zygmund-Burkholder不等式,并用之得出了多指标鞅的Brunk-Chung-Prohorov强大数定律及完全收敛的一些结果。

     

    Abstract: In. this paper, under the hypothesis that a nonclecreasing array of multiclimensionally indexed -fields \left\\mathcalF_\vecn, \vecn \in N^r\right\ satisfies compatible condition instead of condition F4 that introduced by Cairoli and Walsh, we prpve an extended Marcirikiewicz -Zygmund-Burkholder inequality for the multidimensionally indexed martingales. As an application we obtain a Brunk-Chung-Prohorov’s Strong Law of Large Numbers, and a result of complete convergence for multidimensionally indexed martingales.

     

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