A TCHEBYCHEFF-LIKE INEQUALITY FOR STOCHASTIC PROCESSES

DOI10.1073/PNAS.53.2.274zbMATH Open0131.35104OpenAlexW2009484157WikidataQ36373707 ScholiaQ36373707MaRDI QIDQ5340414FDOQ5340414

Leonard J. Savage, Lester E. Dubins

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)

• Game-theoretic statistics and safe anytime-valid inference
• Stolarsky’s inequality for Choquet-like expectation
• 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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