Inequalities for tails of adapted processes with an application to Wald's lemma (Q1210341): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inequalities for tails of adapted processes with an application to Wald's lemma |
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Inequalities for tails of adapted processes with an application to Wald's lemma (English)
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8 August 1993
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A new tail probability version of Wald's lemma for expectations of randomly stopped sums of independent random variables is introduced. The new Lenglart and good lambda inequalities comparing the tails of various types of adapted processes are also given.
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tail probability version
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Wald's lemma
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inequalities
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