Improved ratio inequalities for martingales

DOI10.4064/SM-99-2-109-113MaRDI QIDQ3353900zbMATH OpenOpenAlexFDO

Authors Masato Kikuchi

Publication date 1991

Published in Studia Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/219049

zbMATH Keywords

martingale inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

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(4)

• A note on the martingale inequality
• A general class of exponential inequalities for martingales and ratios
• Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
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