Inequalities for tails of adapted processes with an application to Wald's lemma
type: Item
instance of: scholarly article
title: Inequalities for tails of adapted processes with an application to Wald's lemma
zbMATH Open document ID: 0780.60018
DOI: 10.1007/BF01047575
author: Victor H. de la Peña
published in: Journal of Theoretical Probability
publication date: 1993-08-08T00:00:00Z
review text: A new tail probability version of Wald's lemma for expectations of randomly stopped sums of independent random variables is introduced. The new Lenglart and good lambda inequalities comparing the tails of various types of adapted processes are also given.
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 179065
zbMATH Keywords: tail probability version
zbMATH Keywords: Wald's lemma
zbMATH Keywords: inequalities
MaRDI profile type: Publication
Wikidata QID: Q125021986
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full work available at URL: https://doi.org/10.1007/bf01047575
OpenAlex ID: W2331553627
description: scientific article; zbMATH DE number 179065