On Probability and Moment Inequalities for Supermartingales and Martingales

Acta Applicandae Mathematicae

Volumn 79, Issue 1-2, 2003, Pages 35-46

  Nagaev, S V ^a  

^a SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

Author keywords

Bernstein and Bennet Hoeffding inequalities; Burkholder inequality; Expectation; Filtered probability space; Fuk inequality; Martingale; Rosenthal inequality; Separable Banach space; Supermartingale

Indexed keywords

ALGEBRA; MATHEMATICAL OPERATORS; RANDOM PROCESSES; THEOREM PROVING;

SUPERMARTINGALES;

PROBABILITY;

EID: 0142219427     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025814306357     Document Type: Conference Paper

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