Refinements of the Dubins-Savage inequality
type: Item
instance of: scholarly article
title: Refinements of the Dubins-Savage inequality
zbMATH Open document ID: 0966.60008
DOI: 10.1023/A:1007802326865
author: Rasul A. Khan
author: R. James Tomkins
published in: Journal of Theoretical Probability
publication date: 2001-08-06T00:00:00Z
review text: The aim of this paper is to sharpen the Dubins-Savage inequality for certain supermartingales whose conditional moment-generating functions are suitably bounded. In particular, sharper inequalities are derived for generalized Gaussian, sub-normal and sub-Poisson sequences.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 1552704
zbMATH Keywords: Dubins-Savage inequality
zbMATH Keywords: supermartingale
zbMATH Keywords: generalized Gaussian sequence
zbMATH Keywords: sub-normal sequence
zbMATH Keywords: sub-Poisson sequence
reviewed by: N. G. Gamkrelidze
MaRDI profile type: Publication
full work available at URL: a:1007802326865
OpenAlex ID: W2912717841
Recommended article: A remark on Dubins-Savage inequality
Recommended article: Refinements of Pinsker's inequality
Recommended article: A refinement of the Cauchy-Schwarz inequality
Recommended article: A refinement of an inequality of S. Bernstein
Recommended article: Q3797319
Recommended article: Q3731941
Recommended article: Refinements of Hölder's inequality
Recommended article: Q3769118
description: scientific article; zbMATH DE number 1552704