demimrtingale的不等式及应用.pdfVIP

Demimartingale ℄ {Xn , n ≥ 1} {Ω, F , P } Rnf gÆ Cov{f (X , X , , X ), g(X , X , , X )} ≥ 0 1 2 n 1 2 n j {X , X , , X } PA S = X (S = 0) 1 2 n j i 0 i=1 Rn f E {(S −S )f (S , S , , S )} ≥ 0