Inequalities for tails of adapted processes with an application to Wald's lemma (Q1210341)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Inequalities for tails of adapted processes with an application to Wald's lemma |
scientific article; zbMATH DE number 179065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inequalities for tails of adapted processes with an application to Wald's lemma |
scientific article; zbMATH DE number 179065 |
Statements
Inequalities for tails of adapted processes with an application to Wald's lemma (English)
0 references
8 August 1993
0 references
A new tail probability version of Wald's lemma for expectations of randomly stopped sums of independent random variables is introduced. The new Lenglart and good lambda inequalities comparing the tails of various types of adapted processes are also given.
0 references
tail probability version
0 references
Wald's lemma
0 references
inequalities
0 references
0 references
0 references
