A general class of exponential inequalities for martingales and ratios
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Publication:1807186
DOI10.1214/AOP/1022677271zbMATH Open0942.60004OpenAlexW1971031270MaRDI QIDQ1807186FDOQ1807186
Publication date: 9 November 1999
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022677271
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- Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales
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