The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350)
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scientific article; zbMATH DE number 7764859
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| English | The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues |
scientific article; zbMATH DE number 7764859 |
Statements
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (English)
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14 November 2023
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maximal inequality
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Kolmogorov inequality
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Doob inequality
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stopping time
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moment martingale identities
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exponential martingale identity
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0.8304523229598999
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0.7881982326507568
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0.782156765460968
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