Ratio prophet inequalities for convex functions of partial sums

DOI10.1016/0167-7152(93)90168-IzbMath0777.60038OpenAlexW2000270229MaRDI QIDQ1801880

Michael J. Klass

Publication date: 15 December 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90168-i

zbMATH Keywords

prophet inequalitiesexpectations involving maxima of partial sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Related Items (1)

Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences

Cites Work

• A best possible improvement of Wald's equation
• Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates
• Best constants in martingale version of Rosenthal's inequality

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