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A life is characterized by a nonnegative random variable.
Let { X n, n ≥ 1 } be a sequence of random variables stochastically dominated by a nonnegative random variable X.
Theorem 2.4 Let α ≥ 1 and { X n, F n, n ≥ 1 } be a martingale difference sequence stochastically dominated by a nonnegative random variable X with E X < ∞.
By using the method of dominated by a nonnegative random variable, we investigate the randomly weighted sums of martingale differences under some weakly conditions.
Let ({ X_{n},ngeq 1}) be a sequence of random variables, which is stochastically dominated by a nonnegative random variable X.
Theorem 2.1 Let α > 1 / 2, 1 < p < 2, 1 ≤ α p < 2 and { X n, F n, n ≥ 1 } be a martingale difference sequence stochastically dominated by a nonnegative random variable X with E X p < ∞.
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Let be a nonnegative random variable.
Let be a nonnegative random variable and a positive number.
AG inequality:, where is a nonnegative random variable.
Let a be a positive constant and X be a nonnegative random variable.
Let {X n ; n ≥ 1} be a sequence of NQD random variables and let X be a nonnegative random variable.
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