Extending Blackwell's Strengthening of Azuma's Martingale Inequality

DOI10.1017/S0269964800003995zbMath1335.60063MaRDI QIDQ2805371

Sheldon M. Ross

Publication date: 11 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (1)

Noncommutative Blackwell–Ross martingale inequality

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