Decoupling and domination inequalities with application to Wald's identity for martingales

Statistics and Probability Letters

Volumn 57, Issue 2, 2002, Pages 157-170

  De La Peña, Victor H ^a   Zamfirescu, Ingrid Mona ^a  

^a Mail Code 4403 ^*  (United States)

Author keywords

Decoupling; Domination inequalities; Martingales; Moving averages; Stopping times; Wald's equation

Indexed keywords

EID: 0036542487     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00042-1     Document Type: Article

References (14)

1. Inequalities for tails of adapted processes with an application to Wald's lemma
2. A Bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
3. Wald's equation and asymptotic bias of randomly stopped U-statistics
4. Moments of randomly stopped U-statistics
5. Theory and application of decoupling
6. Comparison of moments for tangent sequences of random variables
7. Tangent sequences in Orlicz and rearrangement invariant spaces
8. Steady-state asymptotics for tandem, split-match and other feed forward queues with heavy-tailed service
9. A method of approximating expectations of functions of sums of independent random variables
10. A best possible improvement of Wald's equation
11. Comparison of martingale difference sequences