Inequalities for tails of adapted processes with an application to Wald's lemma
From MaRDI portal
Publication:1210341
DOI10.1007/BF01047575zbMath0780.60018OpenAlexW2331553627WikidataQ125021986 ScholiaQ125021986MaRDI QIDQ1210341
Publication date: 8 August 1993
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01047575
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uniform lower bounds for randomly stopped Banach space valued random sums
- Decoupling inequalities for multilinear forms in independent symmetric random variables
- Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables
- On a p-stable multiple integral. I, II
- Comparison of moments for tangent sequences of random variables
- A best possible improvement of Wald's equation
- Martingale inequalities in rearrangement invariant function spaces
- Upper bounds for the \(L_ p\)-norms of martingales
- Asymptotic comparisons of functionals of Brownian motion and random walk
- Distribution function inequalities for martingales
- Extrapolation and interpolation of quasi-linear operators on martingales
- Les inegalites de sous-martingales, comme consequences de la relation de domination
- Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables
- Sequential Tests of Statistical Hypotheses
- On an Equation of Wald
This page was built for publication: Inequalities for tails of adapted processes with an application to Wald's lemma