A maximal inequality of non-negative submartingale

被引：2

作者：

Kim, YH ^{[1
]}

机构：

[1] ChangWon Natl Univ, Dept Math, Chang Won 641773, South Korea

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 1999年 / 3卷 / 03期

关键词：

maximal inequality; submartingale; strongly subordinate; inner product;

D O I：

10.1155/S1025583499000193

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we prove the maximal inequality lambda P(sup(n greater than or equal to) (0)(f(n) + \g(n)\) greater than or equal to lambda) less than or equal to (Q(1) + 2)parallel to f parallel to(1), lambda > 0, between a non-negative submartingale f, g is strongly subordinate to f and 1 - 2f(n-1) -Q(1) less than or equal to 0,where Q is real valued function such that 0 < Q(s) less than or equal to s for each s > 0, Q(0) = 0 This inequality improves Burkholder's inequality in which Q(1) = 1.

引用

页码：285 / 291

页数：7