论文标题
在Martingale理论中,使用随机变量的尾巴不平等的概括
Generalization of tail inequalities for random variables, using in the martingale theory
论文作者
论文摘要
我们概括了一个著名的尾巴不平等,相对两个非负随机变量,在martingale理论中出现,在两个方向上出现:在更通用的源数据和属于所谓的大勒布斯格空间的随机变量上。为了显示我们的估计值的精确性,我们还在每个部分中列出了几个示例。
We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand Lebesgue Spaces. We bring also several examples in each sections in order to show the exactness of our estimates.