Some new maximal inequalities

DOI10.1016/j.spl.2008.03.028zbMath1156.60014OpenAlexW1976158543MaRDI QIDQ952876

Peter Harremoës

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/13852

Mathematics Subject Classification ID

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

Related Items (5)

Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs ⋮ Maximal inequalities and convergence results on multidimensionally indexed demimartingales ⋮ Some new results for demimartingales ⋮ About Doob's inequality, entropy and Tchebichef ⋮ Some estimates related to the Doob's martingale inequalities

Cites Work

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• Some Limit Theorems for Random Functions. I
• Refinements of Pinsker's inequality
• Information Theory and Statistics: A Tutorial

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