Refinements of the Dubins-Savage inequality (Q1592268)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Refinements of the Dubins-Savage inequality |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refinements of the Dubins-Savage inequality |
scientific article |
Statements
Refinements of the Dubins-Savage inequality (English)
0 references
6 August 2001
0 references
The aim of this paper is to sharpen the Dubins-Savage inequality for certain supermartingales whose conditional moment-generating functions are suitably bounded. In particular, sharper inequalities are derived for generalized Gaussian, sub-normal and sub-Poisson sequences.
0 references
Dubins-Savage inequality
0 references
supermartingale
0 references
generalized Gaussian sequence
0 references
sub-normal sequence
0 references
sub-Poisson sequence
0 references
