A remark on Dubins-Savage inequality

DOI10.1016/0167-7152(92)90046-8zbMath0749.60015OpenAlexW2003093572MaRDI QIDQ1185542

Rasul A. Khan

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90046-8

zbMATH Keywords

inequalitiesmartingale difference sequenceHajek-Rényi inequality

Mathematics Subject Classification ID

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

Cites Work

• Generalization of an inequality of Kolmogorov
• A TCHEBYCHEFF-LIKE INEQUALITY FOR STOCHASTIC PROCESSES
• A Sharper Form of the Borel-Cantelli Lemma and the Strong Law
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