Some new \(\Phi \)-moment martingale inequalities associated with concave functions (Q423669): Difference between revisions
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| Property / review text | |||
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. | |||
| Property / review text: 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. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Ferenc Weisz / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G42 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G46 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 46E30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6042449 / rank | |||
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| Property / zbMATH Keywords | |||
\(\Phi\)-moment inequalities | |||
| Property / zbMATH Keywords: \(\Phi\)-moment inequalities / rank | |||
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| Property / zbMATH Keywords | |||
martingales | |||
| Property / zbMATH Keywords: martingales / rank | |||
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| Property / zbMATH Keywords | |||
concave function | |||
| Property / zbMATH Keywords: concave function / rank | |||
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| Property / zbMATH Keywords | |||
atomic decomposition | |||
| Property / zbMATH Keywords: atomic decomposition / rank | |||
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Revision as of 21:15, 29 June 2023
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)
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4 June 2012
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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.
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\(\Phi\)-moment inequalities
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martingales
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concave function
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atomic decomposition
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