About Doob's inequality, entropy and Tchebichef

DOI10.1214/18-ECP178zbMath1401.60027OpenAlexW2898097210MaRDI QIDQ1990047

Emmanuel Rio

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1540346602

zbMATH Keywords

entropyHardy-Littlewood maximal functionconditional value at riskbounded differences inequalityMcDiarmid inequalitysub-Gaussian random variablesDoob inequalitycovariance inequalities\(L\log L\)binomial rate functionCantelli inequality

Mathematics Subject Classification ID

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

Related Items (1)

Upper bounds for superquantiles of martingales

Cites Work

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• On the Distribution of Maxima of Martingale
• Concentration Inequalities for Sums and Martingales
• Probability Inequalities for Sums of Bounded Random Variables
• Generalization of the Inequality of Markoff
• Regularity Properties of Certain Families of Chance Variables

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