Some new \(\Phi \)-moment martingale inequalities associated with concave functions (Q423669): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:50, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new \(\Phi \)-moment martingale inequalities associated with concave functions |
scientific article |
Statements
Some new \(\Phi \)-moment martingale inequalities associated with concave functions (English)
0 references
4 June 2012
0 references
Some new \(\Phi\)-moment inequalities are proved for martingales, where \(\Phi\) is a concave function. The main method in the proof is the atomic decomposition.
0 references
\(\Phi\)-moment inequalities
0 references
martingales
0 references
concave function
0 references
atomic decomposition
0 references
