DOUBLE φ-FUNCTION INEQUALITY FOR NONNEGATIVE SUBMARTINGALES

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The authors establish a kind of inequalities for nonnegative submartingales which depend on two functions φ and ψ, and obtain the equivalent conditions for φ and ψ such that this kind of inequalities holds. In the case φ = ψ∈Δ2, it is proved that this necessary and sufficient condition is equivalent to qφ>1.
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