On probability and moment inequalities for supermartingales and martingales
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Publication:5907036
DOI10.1023/A:1025814306357zbMath1043.60034MaRDI QIDQ5907036
Publication date: 4 December 2003
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
martingale; maximal inequality; supermartingale; Rosenthal inequality; Burkholder inequality; Bernstein and Bennet-Hoeffding inequalities; Fuk inequality
60G42: Martingales with discrete parameter