Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
type: Item
instance of: scholarly article
title: Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
zbMATH Open document ID: 0880.60017
author: Michael J. Klass
author: Kwok Pui Choi
published in: The Annals of Probability
publication date: 1998-01-07T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 1018410
zbMATH Keywords: maximum of partial sums
zbMATH Keywords: sums of independent random variables
zbMATH Keywords: prophet inequalities
zbMATH Keywords: median
zbMATH Keywords: unordered martingale difference sequence
zbMATH Keywords: convex function
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1024404420
OpenAlex ID: W2062015147
cites work: Q4012003
cites work: Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates
cites work: Ratio prophet inequalities for convex functions of partial sums
cites work: Iterated logarithm laws for asymmetric random variables barely with or without finite mean
DOI: 10.1214/AOP/1024404420
description: scientific article; zbMATH DE number 1018410