随机过程课件（上海财经大学）第五节 多布(Doob)不等式.ppt

第五节 多布(Doob)不等式;指标移动(Index Shifting)不等式;Observation: many random variables are best understood when written in terms of the values of an associated stopping time.;多布最大不等式(Doob’s Maximal Inequality);指标移动(Index Shifting)不等式;自改进不等式(Self-improving Inequality);H?lder不等式;;多布Lp不等式;第六节 鞅收敛;多布最大不等式;局部化的思想;Fatou(法图)引理