Maximal phi-Inequalities for Nonnegative Submartingales

DOI10.1137/S0040585X97981548MaRDI QIDQ5472365zbMATH OpenOpenAlexFDO

Authors Gerold Alsmeyer, Uwe Rösler

Publication date 9 June 2006

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97981548

zbMATH Keywords

Choquet representationconvex function inequalitymaximal sequenceOrlicz functionYoung function

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Martingales with discrete parameter (60G42)

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