{"entities":{"Q822309":{"pageid":824157,"ns":120,"title":"Item:Q822309","lastrevid":64631799,"modified":"2026-04-11T21:11:37Z","type":"item","id":"Q822309","labels":{"en":{"language":"en","value":"Upper bounds for superquantiles of martingales"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7398735"}},"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":"Q822309$E2CC1E69-AB31-4AF2-BD62-9E7A8DB28AE9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4413458c891339163d564494bb07b9037aaf33d0","datavalue":{"value":{"text":"Upper bounds for superquantiles of martingales","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q822309$FB85277B-3DD9-4782-B0E7-6C283FCDEF16","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ab0887b9b1030783ebe908670873198070e625c5","datavalue":{"value":"1475.60047","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q822309$8CDCE097-D8DC-48C4-8619-9138D087E2FE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a0184790b24dec24cf731a48bf5cf2f7996b97d7","datavalue":{"value":{"entity-type":"item","numeric-id":177301,"id":"Q177301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$1E08F019-DF64-4932-A6F5-A16B58CC622C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5a5c9e0c6a7a2a0cb7662cbf32d2a100f29f5641","datavalue":{"value":{"entity-type":"item","numeric-id":251665,"id":"Q251665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$6E0E67F3-1FC7-494D-8776-F88B0DCF9DA8","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"298bf7ba67772e027c232daaf82fff0b94bbeb35","datavalue":{"value":{"time":"+2021-09-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q822309$C6708DD8-BC3C-4BD4-A91F-F0DA37F308AC","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"03d3660b9902a5f0d5e1624df71cd2e9eb0fabc6","datavalue":{"value":"Let \\((M_n)_{n\\in\\mathbb{N}}\\) be a real-valued martingale in \\(L^p\\) for either \\(p\\in(1,2]\\) or \\(p=3\\); these two cases are considered separately in the present paper. For any \\(u\\in(0,1]\\), the corresponding quantile (or value-at-risk) of \\(M_n\\) is defined by \\[ Q_{M_n}(u)=\\inf\\{x\\in\\mathbb{R}:\\mathbb{P}(M_n>x)\\leq u\\}\\,, \\] and the superquantile (or conditional value-at-risk) by \\[ \\widetilde{Q}_{M_n}(u)=u^{-1}\\int_0^uQ_{M_n}(t)\\,dt\\,. \\] The main results of this paper are upper bounds on the superquantiles of \\(M_n\\), and upper bounds on the quantiles and superquantiles of \\(M_n^*=\\max\\{M_0,\\dots,M_n\\}\\). Key ingredients in the proofs of these bounds are upper bounds on moments of the form \\(\\mathbb{E}[(M_n+t)_+^p]\\). In the case \\(p=3\\), these need additional boundedness assumptions on the increments of the underlying martingale. Some numerical comparisons with other available bounds are also presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q822309$6DAA8744-8B10-4165-9A4A-FFF947188DE7","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5429098a1f773528006a9dcbaac2d900f5323ebc","datavalue":{"value":{"entity-type":"item","numeric-id":590467,"id":"Q590467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$87029259-2A7E-41D9-8EB9-F97E24C1F1E7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"fedc54d041dbaf3922f156ba09e5514c44ab5169","datavalue":{"value":"60E15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q822309$1BBBF32E-A060-4983-AAEA-59844B9B8743","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"dfd4c248ff23392432562688603f70973a0417df","datavalue":{"value":"7398735","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q822309$DF5D4262-CC48-4A3B-8C9C-FDE6361382E7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8303a89e5e979e44e65aa210688e1071093c7c30","datavalue":{"value":"martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q822309$5ED9B802-3441-47BD-A76B-4DD2851F0860","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q822309$66B52DC5-5952-4D0B-B5B9-6C12C363FEDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4f64ef9d84acd587306b6bdcdbdbbd6411a53d0b","datavalue":{"value":"conditional value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q822309$12CA4D02-212A-4368-B221-A50F8FBD2889","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92aeeb209befea973cc13edacfb973aa3e067a01","datavalue":{"value":"quantile","type":"string"},"datatype":"string"},"type":"statement","id":"Q822309$F4BD9C57-74AB-4102-B546-561EA38D9B39","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":"Q822309$3500A413-8F7E-4096-A71D-6AD76B597556","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"14aa6e0c6e74b389152fbdaa350e805f1af415b8","datavalue":{"value":"https://doi.org/10.5802/crmath.207","type":"string"},"datatype":"url"},"type":"statement","id":"Q822309$40ED65A3-A89D-4B08-9204-1A968F920A47","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7462752b824d738966c1eaba5b32628e1368cc48","datavalue":{"value":"W4287327457","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q822309$EE2C1FC4-15CF-4F2B-8CBD-999E33B7CDDF","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5e0144a9337e03960c703c2a91f43932e3f14bc","datavalue":{"value":{"entity-type":"item","numeric-id":5265945,"id":"Q5265945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$5F996046-1E96-4737-AE05-1982798B4B0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a5489f8d403cf841fdb8d30b9dca1794df8edacd","datavalue":{"value":{"entity-type":"item","numeric-id":2524316,"id":"Q2524316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$9791E44D-ECEE-43BB-9CA1-97574262F77A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38e5a79627096b8ab6d182ca61cb3be800808762","datavalue":{"value":{"entity-type":"item","numeric-id":694976,"id":"Q694976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$45C6DCD6-1248-44A1-993D-9F59FA94D2F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22f5ad8be7c4e34380b2d07bcb5e26fb3b6720f5","datavalue":{"value":{"entity-type":"item","numeric-id":1039133,"id":"Q1039133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$250F6563-A667-48AB-B5B5-ECD7CC3EE55D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6068f3187382b5205e7a2640e5d0700df01b788d","datavalue":{"value":{"entity-type":"item","numeric-id":4121254,"id":"Q4121254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$1FC508BF-4261-4CF2-9223-00C2724169A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0fb2352a1c83c20237b4503618e5b718d6b26295","datavalue":{"value":{"entity-type":"item","numeric-id":3802328,"id":"Q3802328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$08A7C8BB-59FE-4015-9BCA-384D5FE4248E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7269284f54a5c1e78a0192a834291502c3292e93","datavalue":{"value":{"entity-type":"item","numeric-id":989192,"id":"Q989192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$351FF6D7-E215-41E4-B6F3-FCC5348FDB7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be5e9e6f3c65053b76e3102a8ab5aa5d1bd859e4","datavalue":{"value":{"entity-type":"item","numeric-id":2274265,"id":"Q2274265"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$E813FA1D-FC70-460E-ABAC-6A7E9149B9BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50c878a421de32bc9cfb79dd7d960e1bbd9ce1d5","datavalue":{"value":{"entity-type":"item","numeric-id":3116891,"id":"Q3116891"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$9A803398-8D66-4F7A-955D-45CBC33FDB34","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"90a37edecc6acea2ea3c9b0edc79e0a1a12efb0e","datavalue":{"value":{"entity-type":"item","numeric-id":2461943,"id":"Q2461943"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$87AD948F-5012-467A-A154-0C12D338E515","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76e4caf17c65d5f842fc001d5ed4d6a88be623a0","datavalue":{"value":{"entity-type":"item","numeric-id":2516285,"id":"Q2516285"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$84435202-37B6-4C28-A64C-B01442716500","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c6e38de7279d8c22061d9a0e291348aa4c30f5c3","datavalue":{"value":{"entity-type":"item","numeric-id":888535,"id":"Q888535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$2478B416-4C07-4D6E-968A-CF901597DDF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f6566358de1a27f79ff93f50a941ddb252be7b0","datavalue":{"value":{"entity-type":"item","numeric-id":894504,"id":"Q894504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$7364C3DC-1341-4D1A-91CA-32B3A118B9CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dbf7de6bed7b2ed0bd97872e698f4218d45a5cdd","datavalue":{"value":{"entity-type":"item","numeric-id":1990047,"id":"Q1990047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$C1935A18-BA53-4854-9969-20323EFCE7BD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"30590e8a53442743c66ca75e5698801f94e755fa","datavalue":{"value":"10.5802/CRMATH.207","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q822309$298B6427-F207-45F7-B7A1-F47CAD37DAB1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a30d7bdd51f9263090de468b94fa9635c6cddbf5","datavalue":{"value":{"entity-type":"item","numeric-id":5307630,"id":"Q5307630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"201e4da2610374f1531e38989d9121aa53d1e60a","datavalue":{"value":{"amount":"+0.7754566669464111","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q822309$B4DB932D-2F07-431A-A08F-736A1A22C9AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"019f47461bb1ec5a18627fc3612df88934e42a43","datavalue":{"value":{"entity-type":"item","numeric-id":3556711,"id":"Q3556711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ccb8709f6e473670abfc8450d041c11d9dacc978","datavalue":{"value":{"amount":"+0.7746235728263855","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q822309$C1FC62AD-3872-47A0-A9F1-7AA34756AE13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"81ba9ce33c95e446b06eaf2acd9dbefb2e72b18a","datavalue":{"value":{"entity-type":"item","numeric-id":3592306,"id":"Q3592306"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1ae04f038a7287208331efd0821d5b2edae66318","datavalue":{"value":{"amount":"+0.7672999501228333","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q822309$A76C0BA4-F23D-4BC4-9A7F-5D15B277F99D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f26423d65b1b9bf21b97391e0667c2b485c96011","datavalue":{"value":{"entity-type":"item","numeric-id":2461943,"id":"Q2461943"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3042f8934359211bf23f92726e32549e5d14f4a5","datavalue":{"value":{"amount":"+0.7667461633682251","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q822309$9DDAB706-6118-4ACF-A676-9FB482578270","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ffe1440b8d001267685b7e9c3c477a85bf80bbb3","datavalue":{"value":{"entity-type":"item","numeric-id":5907036,"id":"Q5907036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b86a7325a567065ed1706ab245389f1e56fccc9a","datavalue":{"value":{"amount":"+0.7606151103973389","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q822309$464C7791-B3F2-4BC3-8304-77904615E93C","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q822309$1553B3EF-A471-4DD7-A305-05B854F27A24","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Upper bounds for superquantiles of martingales","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Upper_bounds_for_superquantiles_of_martingales"}}}}}