A maximal inequality for skew fields

DOI10.1007/BF00538887zbMath0427.60053OpenAlexW2026408157MaRDI QIDQ3862806

Lester E. Dubins, Jim W. Pitman

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00538887

zbMATH Keywords

convergence of martingalesmultiparameter uniformly bounded martingales

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Limit theorems in probability theory (60F99)

Related Items (10)

Common strict character of some sharp infinite-sequence martingale inequalities ⋮ An application of prophet regions to optimal stopping with a random number of observations ⋮ Bounds on the probability of radically different opinions ⋮ A population's feasible posterior beliefs ⋮ A combinatorial proof of the Burdzy-Pitman conjecture ⋮ Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables ⋮ The maximal difference among expert's opinions ⋮ Prophet regions for look-ahead stopping rules for bounded random variables ⋮ Martingales with given maxima and terminal distributions ⋮ Prophet Regions for Discounted, Uniformly Bounded Random Variables

Cites Work

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• Convergence of Martingales with a Directed Index Set
• A Divergent, Two-Parameter, Bounded Martingale
• Maximally dependent random variables
• A class of dependent random variables and their maxima
• A Pointwise Ergodic Theorem for the Group of Rational Rotations
• Sur un théorème de Jessen

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