The best constant in the Topchii-Vatutin inequality for martingales.

DOI10.1016/j.spl.2003.06.002zbMath1053.60041OpenAlexW2115317415MaRDI QIDQ1423077

Gerold Alsmeyer, Uwe Roesler

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/j.spl.2003.06.002

zbMATH Keywords

convex functionmartingaleChoquet representationTopchii-Vatutin inequality

Mathematics Subject Classification ID

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

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