Some new maximal inequalities

DOI10.1016/J.SPL.2008.03.028zbMATH Open1156.60014OpenAlexW1976158543MaRDI QIDQ952876FDOQ952876

Authors: Peter Harremoës 

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/13852

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Cites Work

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• Some Limit Theorems for Random Functions. I
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• Information Theory and Statistics: A Tutorial
• Refinements of Pinsker's inequality

Cited In (12)

• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
• Some inequalities for strong martingales
• Some new results for demimartingales
• Maximal inequalities and convergence results on multidimensionally indexed demimartingales
• Some estimates related to the Doob's martingale inequalities
• Title not available (Why is that?)
• About Doob's inequality, entropy and Tchebichef
• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on non-regular martingales
• Some maximal inequalities
• Common strict character of some sharp infinite-sequence martingale inequalities

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