A maximal inequality of non-negative submartingale

DOI10.1155/S1025583499000193zbMATH Open0934.60042OpenAlexW1970217172MaRDI QIDQ1297705

Young-Ho Kim

Publication date: 17 April 2000

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120196

zbMATH Keywords

inner productmaximal inequalitysubmartingalestrongly subordinate

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)

Related Items (3)

A maximal inequality for nonnegative sub- and supermartingales ⋮ Maximal phi-Inequalities for Nonnegative Submartingales ⋮ Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales

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