Maximal phi-Inequalities for Nonnegative Submartingales

DOI10.1137/S0040585X97981548zbMath1099.60032OpenAlexW2066585716MaRDI QIDQ5472365

Gerold Alsmeyer, Uwe Roesler

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97981548

zbMATH Keywords

Orlicz functionYoung functionconvex function inequalityChoquet representationmaximal sequence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Inequalities for sums, series and integrals (26D15)

Related Items (1)

Maximal inequalities and convergence results on multidimensionally indexed demimartingales

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