Common strict character of some sharp infinite-sequence martingale inequalities

DOI10.1016/0304-4149(85)90024-9zbMath0596.60019OpenAlexW2091950666MaRDI QIDQ1078897

Robert P. Kertz, David C. Cox

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90024-9

zbMATH Keywords

martingale difference sequencestrictness of sharp martingale inequalities

Mathematics Subject Classification ID

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

Cites Work

• A sharp inequality for martingale transforms
• On a class of martingale inequalities
• Prophet regions and sharp inequalities for pth absolute moments of martingales
• Rises and upcrossings of nonnegative martingales
• Distribution function inequalities for martingales
• Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
• A maximal inequality for skew fields
• The Best Constant in Burkholder's Weak-L 1 Inequality for the Martingale Square Function
• Martingale Transforms

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