Inequalities for tails of adapted processes with an application to Wald's lemma (Q1210341)
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scientific article; zbMATH DE number 179065
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| English | Inequalities for tails of adapted processes with an application to Wald's lemma |
scientific article; zbMATH DE number 179065 |
Statements
Inequalities for tails of adapted processes with an application to Wald's lemma (English)
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8 August 1993
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A new tail probability version of Wald's lemma for expectations of randomly stopped sums of independent random variables is introduced. The new Lenglart and good lambda inequalities comparing the tails of various types of adapted processes are also given.
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tail probability version
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Wald's lemma
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inequalities
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0.7751688957214355
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0.7613326907157898
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0.7588778734207153
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0.7582546472549438
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