\(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities (Q1028625)
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English | \(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities |
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\(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities (English)
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6 July 2009
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Dubins-Savage inequality
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martingale
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supermartingale
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stochastic sequence
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moment generating function
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exponential inequalities
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