A Best Possible Kolmogoroff-Type Inequality for Martingales and a Characteristic Property
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Publication:5588936
DOI10.1214/aoms/1177697586zbMath0193.45401OpenAlexW2009814760MaRDI QIDQ5588936
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697586
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The kernel estimate is relatively stable ⋮ On the maximal inequality ⋮ Bernstein's inequality for martingales ⋮ Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps ⋮ On the Method of Typical Bounded Differences ⋮ Hoeffding's inequality for supermartingales ⋮ Toward a universal law of the iterated logarithm ⋮ Frequency estimation based on the cumulated Lomb-Scargle periodogram ⋮ Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors ⋮ Some probabilistic inequalities for martingales ⋮ Choice-memory tradeoff in allocations ⋮ Generalized exponential bounds, iterated logarithm and strong laws
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