On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term

DOI10.1007/BF02778034zbMath0661.60060MaRDI QIDQ1113189

David Gilat

Publication date: 1988

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

inequalitiesnon-negative submartingale

Mathematics Subject Classification ID

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

Related Items

A note on the stochastic version of the Gronwall lemma ⋮ Exercising control when confronted by a (Brownian) spider ⋮ On the maximal inequalities for martingales involving two functions ⋮ On the expected diameter of an \(L_{2}\)-bounded martingale ⋮ Martingales with given maxima and terminal distributions

Cites Work

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• Every nonnegative submartingale is the absolute value of a martingale
• A converse to the dominated convergence theorem
• Convex majorization with an application to the length of critical paths
• The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart
• On the Distribution of Maxima of Martingale

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