A Class of Orthogonal Series Related to Martingales

DOI10.1214/AOMS/1177696812MaRDI QIDQ5619534zbMATH OpenOpenAlexFDO

Authors Paul I. Nelson

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177696812

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Cited in

(6)

• Generalized martingales, generalized Markov chains and generalized harmonic functions
• Exploring ramification of the equation \(E(Y|X)=X\)
• Some inequalities for martingales and applications to the study of L₁
• Notas sobre un tipo de sucesiones de variables aleatorias relacionadas con las martingalas
• Tighter bounds on multiparty coin flipping via augmented weak martingales and differentially private sampling
• On Haar interpolations of financial markets by signed martingale measures. Interpolations by signed martingale measures

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