Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences (Q1356368)
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English | Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences |
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Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences (English)
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7 January 1998
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maximum of partial sums
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sums of independent random variables
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prophet inequalities
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median
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unordered martingale difference sequence
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convex function
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