Improved ratio inequalities for martingales

DOI10.4064/SM-99-2-109-113zbMATH Open0729.60040OpenAlexW1190840440MaRDI QIDQ3353900FDOQ3353900

Authors: Masato Kikuchi 

Publication date: 1991

Published in: Studia Mathematica (Search for Journal in Brave)

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

Recommendations

• scientific article; zbMATH DE number 18203
• Some Sharp Inequalities for Martingale Transforms
• scientific article; zbMATH DE number 1021795
• scientific article; zbMATH DE number 4073686
• scientific article; zbMATH DE number 4042938

zbMATH Keywords

martingale inequality

Mathematics Subject Classification ID

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

Cited In (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.
• Title not available (Why is that?)

This page was built for publication: Improved ratio inequalities for martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3353900)