Some inequalities of birandom variable and their applications∗
نویسنده
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.
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تاریخ انتشار 2007