Optimal $L_{}^{1}$-bounds for submartingales

DOI10.1090/S0002-9939-2010-10548-8zbMath1210.60043arXiv0809.3522MaRDI QIDQ3082338

Lutz Mattner, Uwe Roesler

Publication date: 10 March 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.3522

zbMATH Keywords

convexitymartingalemoment inequalitiesextremal problem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Convexity of real functions of several variables, generalizations (26B25)

Related Items (1)

Sums of norm spheres are norm shells and lower triangle inequalities are sharp

Cites Work

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• Sharp bounds on the absolute moments of a sum of two i.i.d. random variables
• Sums of norm spheres are norm shells and lower triangle inequalities are sharp
• Mean absolute deviations of sample means and minimally concentrated binomials
• Spherically symmetric functions with a convex second derivative and applications to extremal probabilistic problems
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Convex Analysis

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