{"entities":{"Q1613060":{"pageid":1623800,"ns":120,"title":"Item:Q1613060","lastrevid":68046687,"modified":"2026-04-12T21:04:48Z","type":"item","id":"Q1613060","labels":{"en":{"language":"en","value":"Decoupling and domination inequalities with application to Wald's identity for martingales"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1796730"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$DA6B10DA-B5F8-4AE2-92D5-79762AADE4FF","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"df9d0248557c5b93a87eaae4e8c189ba52d00488","datavalue":{"value":{"text":"Decoupling and domination inequalities with application to Wald's identity for martingales","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1613060$3B081EED-AA81-425A-B074-5EF5F4B7DB27","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"53c99be12ab16fe15d68714d01a78ca2ac6fcf6a","datavalue":{"value":"1008.60040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1613060$0B143762-8BAA-471E-A209-E2CA6620C488","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"81f40d22954a410c5f59ee994936ab6903c06068","datavalue":{"value":"10.1016/S0167-7152(02)00042-1","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1613060$A5A0F9A4-DCDB-4D4D-9FDB-AB346E04CC2C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b0abf54d55be7e530bc26427b2e27f2cc8c43dbf","datavalue":{"value":{"entity-type":"item","numeric-id":335659,"id":"Q335659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$4714A151-F63F-4DDB-8F6F-3B21772A6F39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5e2dc75f284c6157183f8721a7106a0d7ff3228e","datavalue":{"value":{"entity-type":"item","numeric-id":941304,"id":"Q941304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$AA9ED2B5-C976-4E80-BA09-9D2B33EDB036","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$11B935C4-5F93-40AF-8A4C-AE4D7CE36526","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"984f89431fd3bd278c430e81f3345c06d05910ab","datavalue":{"value":{"time":"+2002-09-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1613060$DC316B43-8D5B-4C30-B679-6DB7A16D7B89","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"c3719f65891a271d395dece94860bcbd2ef3445c","datavalue":{"value":"The aim of the present paper is to show that combining the theory of sums of dominated random variables and the theory of decoupling inequalities [started in a paper by \\textit{J. Zinn}, in: Probability in Banach spaces V. Lect. Notes Math. 1153, 453-457 (1985; Zbl 0571.60058)] can be useful in proving domination results involving dependent random variables and arbitrary stopping times. A typical result in this direction is the following. Let \\((X_i)\\subset L^p\\) \\((p\\geq 1)\\) be a sequence of random variable adapted to a filtration \\(({\\mathcal F}_i)\\). Let \\((Y_i)\\subset L^p\\) be a sequence of random variables conditionally independent given by \\({\\mathcal G}= \\sigma (X_1,X_2, \\dots)\\). Let, for any \\(t>0\\), \\(x\\in R\\) and \\(i=1,2, \\dots\\) the following inequality be satisfied:  \\[ P\\bigl(|X_i+x |> t\\mid{\\mathcal F}_{i-1}\\bigr)\\leq P\\bigl(|Y_i+x|>t\\mid{\\mathcal G}\\bigr)\\text{ a.e.} \\]  Let \\(T\\) be a finite \\({\\mathcal G}\\)-measurable stopping time. Then  \\[ E\\left[\\Phi \\left(\\left |\\sum^T_{i=1} X_i\\right|\\right)\\right]\\leq k_pE\\left[\\Phi \\left(\\left |\\sum^T_{i=1} Y_i\\right|\\right)\\right] \\]  for all convex \\(\\Phi\\in{\\mathcal A}_p\\). Here, \\({\\mathcal A}_p\\) denotes the set of all non-decreasing continuous functions \\(\\Phi:[0,\\infty [\\to R\\) such that \\(\\Phi(0)=0\\) and \\(\\Phi(cx)\\leq c^p \\Phi(x)\\) for all \\(c\\geq 2\\) and \\(x\\geq 0\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1613060$3FB902F3-332D-426D-8833-70A6DB5D9D92","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"bccf737338fb4df11281b54a4bafbc562a37369c","datavalue":{"value":{"entity-type":"item","numeric-id":587654,"id":"Q587654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$4CE75177-4DAF-4B39-AD11-87FB06A61C57","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"fedc54d041dbaf3922f156ba09e5514c44ab5169","datavalue":{"value":"60E15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1613060$8D65A1B0-2FCF-4AD3-9267-7A41F682BC8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1613060$2E681D00-0479-4555-B56A-36170C96BF3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ed4d55e3e61150aa8fe2d0b34dd7ca7ed0b67ce","datavalue":{"value":"60G42","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1613060$65E0688E-2C0E-4BFF-AB77-8A051A47D554","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1613060$4AE148BA-0F93-48B5-A6FD-04FD87229B4E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"890d562f9fc1907a482b49136a6de70b83187045","datavalue":{"value":"1796730","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1613060$8E7ED2B7-BC93-4850-AA57-39C678366B86","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1ed3c31ea7322c55d1988e7ffc9f1781e1631373","datavalue":{"value":"dominated random variables","type":"string"},"datatype":"string"},"type":"statement","id":"Q1613060$C5B47C6A-ED46-4F5E-9469-B48CB425D4A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3d1b2f7d4e7c6e116712cfddeae70ba81d2adb7e","datavalue":{"value":"decoupling inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1613060$D0A7A4A4-0FEB-4DB1-A759-A693C0B6DA9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8dbc2b4941bb66cf0246bbe292c7057b67a5b618","datavalue":{"value":"stopping times","type":"string"},"datatype":"string"},"type":"statement","id":"Q1613060$3A684343-BED7-41AB-836A-B274B61FA127","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$EEBA1B77-3D6F-4C1C-8D25-35842E0F3E46","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"553f6571a9a917016bf9f2264314f6520e2874f6","datavalue":{"value":{"entity-type":"item","numeric-id":1210341,"id":"Q1210341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$F3326DFC-75A6-407C-B111-9C8FC0DB7385","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"054c274b04989d9943e0e8526ef00e76f72ae0b2","datavalue":{"value":{"entity-type":"item","numeric-id":1325080,"id":"Q1325080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$D6022AD2-6C16-4688-BDBF-F00236FE1BBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4b3d113c5e49b0545ce00e2cf3801953845824af","datavalue":{"value":{"entity-type":"item","numeric-id":4333030,"id":"Q4333030"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$2419E4E0-35F0-4605-9164-AC8F4664A908","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"903bfd61163695f25d0dae204c2644d71ef44c34","datavalue":{"value":{"entity-type":"item","numeric-id":1381578,"id":"Q1381578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$35DF5798-A8B0-4858-A4B9-667EBD2DE9A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"779deee51384386c17d3ee3a08bdac9c233a7130","datavalue":{"value":{"entity-type":"item","numeric-id":1094732,"id":"Q1094732"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$B8AA705E-ACB6-451A-9BDF-BC29D5D53CAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cad02e5bc0d7a88ca398f4197e0db8e8abe7966c","datavalue":{"value":{"entity-type":"item","numeric-id":4877647,"id":"Q4877647"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$F3526708-F783-4957-88D3-45DCEC36207D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ab691957668a4e2c35e14e65a2472525cac5c28","datavalue":{"value":{"entity-type":"item","numeric-id":1975033,"id":"Q1975033"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$8D06A521-E772-4E1A-AD5F-3A139D37F6AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"442e70fa9b5d2d746ca9568a5c505beaede66247","datavalue":{"value":{"entity-type":"item","numeric-id":1153607,"id":"Q1153607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$4C2455AA-1CC4-4FCE-88AD-2A2DE8EA5A9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c9211ab4826d25343be42017f953307493acf82","datavalue":{"value":{"entity-type":"item","numeric-id":1105279,"id":"Q1105279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$8DD1A445-EE92-4C17-8B18-D1F8FBF9A3AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba187e95832028a789a69a9d073ed73782d5cc96","datavalue":{"value":{"entity-type":"item","numeric-id":4004188,"id":"Q4004188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$ED54B8FC-F930-4D83-96CC-94E72CE87F26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33df77262e657440f0a53a6c427fc8dbcf5fabe9","datavalue":{"value":{"entity-type":"item","numeric-id":3687444,"id":"Q3687444"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1613060$BDC58544-675A-4208-8FC1-D94E44DF73C2","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7b3ec02b9e28412b4e256405084b3c3669e3469b","datavalue":{"value":{"entity-type":"item","numeric-id":4363893,"id":"Q4363893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0745bd83d6e076b7aa624a6a23db63466b77b083","datavalue":{"value":{"amount":"+0.75263876","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$C6F0C06C-F002-4DE3-8909-5BAC7030AFEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"520a732ad78ef062ebea804078a55f300b1ae039","datavalue":{"value":{"entity-type":"item","numeric-id":1714988,"id":"Q1714988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1fb788a3d1443ce8b9fb87f9d12d32157919bb46","datavalue":{"value":{"amount":"+0.7465512","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$05C7CDE7-29DA-4B44-A9FF-CAB7924E521D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fb8480c0a00912fd94779c60df3deea5c1ee3a40","datavalue":{"value":{"entity-type":"item","numeric-id":2774444,"id":"Q2774444"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1f1b9d18814e851d87e7631b022addcd66ba6b3","datavalue":{"value":{"amount":"+0.72557324","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$E0E2FCED-1609-4BD0-A7D5-DC8538E8AA9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ae3a10d35a5780a5605288629b1d5f74da07e740","datavalue":{"value":{"entity-type":"item","numeric-id":1293909,"id":"Q1293909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ee8e499d91c852f66d9e8ff9ff2faf2c3a6aafcf","datavalue":{"value":{"amount":"+0.72217774","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$BDC8AE2C-ED6B-481A-99B8-35193430D987","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ca33ca84afa708dadb404768a47c12abedda86f","datavalue":{"value":{"entity-type":"item","numeric-id":3709542,"id":"Q3709542"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"77b2a89973112ce55f20db6332e60ca5f26de694","datavalue":{"value":{"amount":"+0.71812534","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$4981A8D6-BAC5-4DF2-B014-8CE3D416F829","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4e2dcaa74a25a422138d4dafdba89548cfadbb5e","datavalue":{"value":{"entity-type":"item","numeric-id":1198990,"id":"Q1198990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"20d1b4b466ce11c9629de2dc51441087d589901b","datavalue":{"value":{"amount":"+0.7164986","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$CA8D20EA-07D5-43A5-B92C-06B5839A2624","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6d4e89f029dd845d96dbb0ca2e1676cd77e79ae4","datavalue":{"value":{"entity-type":"item","numeric-id":1332317,"id":"Q1332317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"070eae4981d292944db61585db63011b2fec3f36","datavalue":{"value":{"amount":"+0.716457","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$89C547B7-51DD-4A71-A63E-A950BBF115E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"de27e94f41f3219ea991450714c3af4e8e0ef8c5","datavalue":{"value":{"entity-type":"item","numeric-id":4954916,"id":"Q4954916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"94cb635f8c0c6ddd9631529a16a29c7dab1a07ba","datavalue":{"value":{"amount":"+0.71523404","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1613060$037B45EC-032F-49F9-8E89-A8A5011137F9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Decoupling and domination inequalities with application to Wald's identity for martingales","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Decoupling_and_domination_inequalities_with_application_to_Wald%27s_identity_for_martingales"}}}}}