Refinements of the Dubins-Savage inequality

DOI10.1023/A:1007802326865zbMATH Open0966.60008OpenAlexW2912717841MaRDI QIDQ1592268FDOQ1592268

Authors: Rasul A. Khan, R. James Tomkins 

Publication date: 6 August 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007802326865

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zbMATH Keywords

supermartingaleDubins-Savage inequalitygeneralized Gaussian sequencesub-normal sequencesub-Poisson sequence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Cited In (3)

• SOME REMARKS ON BLACKWELL–ROSS MARTINGALE INEQUALITIES
• \(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities
• A remark on Dubins-Savage inequality

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