A TCHEBYCHEFF-LIKE INEQUALITY FOR STOCHASTIC PROCESSES

DOI10.1073/PNAS.53.2.274MaRDI QIDQ5340414zbMATH OpenOpenAlexWikidataFDO

Authors Lester E. Dubins, Leonard J. Savage

Publication date 1965

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.53.2.274

zbMATH Keywords

conditional expectationChebyshev-like inequalitiesreal-valued stochastic processes

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

Cited in

(9)

• Stolarsky’s inequality for Choquet-like expectation
• Game-theoretic statistics and safe anytime-valid inference
• Chevet's theorem for stable processes. II
• Some dimension-free features of vector-valued martingales
• Catoni-style confidence sequences for heavy-tailed mean estimation
• A composite generalization of Ville's martingale theorem using e-processes
• \(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities
• Time-uniform Chernoff bounds via nonnegative supermartingales
• A remark on Dubins-Savage inequality

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