The best constant in the Topchii-Vatutin inequality for martingales.
type: Item
instance of: scholarly article
title: The best constant in the Topchii-Vatutin inequality for martingales.
zbMATH Open document ID: 1053.60041
author: Gerold Alsmeyer
author: Uwe Rösler
published in: Statistics \& Probability Letters
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 2041550
zbMATH Keywords: martingale
zbMATH Keywords: Topchii-Vatutin inequality
zbMATH Keywords: convex function
zbMATH Keywords: Choquet representation
MaRDI profile type: Publication
full work available at URL: j.spl.2003.06.002
OpenAlex ID: W2115317415
cites work: Nonnegativity of odd functional moments of positive random variables with decreasing density
cites work: Q4359973
cites work: On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics
cites work: The Extrema of the Expected Value of a Function of Independent Random Variables
cites work: Robust Estimation of a Location Parameter
cites work: Robust regression: Asymptotics, conjectures and Monte Carlo
cites work: Inequalities: theory of majorization and its applications
cites work: Distributions slanted to the right
cites work: Максимум критических процессов Гальтона - Ватсона и непрерывные слева случайные блуждания
DOI: 10.1016/J.SPL.2003.06.002
description: scientific article; zbMATH DE number 2041550