Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables
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Publication:4731907
DOI10.2307/2047718zbMath0682.60032OpenAlexW4246220405MaRDI QIDQ4731907
Publication date: 1990
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2047718
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50)
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Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics ⋮ Martingale inequalities in rearrangement invariant function spaces ⋮ On the Product of Random Variables and Moments of Sums Under Dependence ⋮ The price of independence in a model with unknown dependence ⋮ Inequalities for tails of adapted processes with an application to Wald's lemma ⋮ Convergence to stable laws in Mallows distance for mixing sequences of random variables
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