Some inequalities of birandom variable and their applications∗

نویسنده

  • Lixing Yang
چکیده

Birandom variable is a generalization of random variable, which is defined as a measurable function from a probability space to the set of random variables. In order to further explore the mathematical properties of birandom variable, this paper first investigates several inequalities for birandom variables based on the chance measure and expected value operator, which are analogous to Hölder’s inequality, Minkowski inequality, Markov inequality, Chebyshev inequality and Jensen’s inequality. Then on the basis of the inequalities, the pth mean convergence of birandom sequence is investigated. At last a conclusion is made at the end of the paper.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Some functional inequalities in variable exponent spaces with a more generalization of uniform continuity condition

‎Some functional inequalities‎ ‎in variable exponent Lebesgue spaces are presented‎. ‎The bi-weighted modular inequality with variable exponent $p(.)$ for the Hardy operator restricted to non‎- ‎increasing function which is‎‎$$‎‎int_0^infty (frac{1}{x}int_0^x f(t)dt)^{p(x)}v(x)dxleq‎‎Cint_0^infty f(x)^{p(x)}u(x)dx‎,‎$$‎ ‎is studied‎. ‎We show that the exponent $p(.)$ for which these modular ine...

متن کامل

Some Theoretical Aspects of the Critical Values of Birandom Variable

There are two types of critical values for birandom variable: the optimistic and pessimistic values. In this paper, some theoretical aspects of optimistic and pessimistic values of birandom variable are investigated. Based on the results, some properties of birandom chance-constrained programming models can be further discussed.

متن کامل

A Three-Stage Birandom Program for Unit Commitment with Wind Power Uncertainty

The integration of large-scale wind power adds a significant uncertainty to power system planning and operating. The wind forecast error is decreased with the forecast horizon, particularly when it is from one day to several hours ahead. Integrating intraday unit commitment (UC) adjustment process based on updated ultra-short term wind forecast information is one way to improve the dispatching ...

متن کامل

The Effect of Exit Strategy on Optimal Portfolio Selection with Birandom Returns

The aims of this paper are to use a birandom variable to denote the stock return selected by some recurring technical patterns and to study the effect of exit strategy on optimal portfolio selection with birandom returns. Firstly, we propose a newmethod to estimate the stock return and use birandom distribution to denote the final stock return which can reflect the features of technical pattern...

متن کامل

Some extended Simpson-type inequalities and applications

‎In this paper‎, ‎we shall establish some extended Simpson-type inequalities‎ ‎for differentiable convex functions and differentiable concave functions‎ ‎which are connected with Hermite-Hadamard inequality‎. ‎Some error estimates‎ ‎for the midpoint‎, ‎trapezoidal and Simpson formula are also given‎.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007