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Some probablistic inequalities for martingales

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Literature Cited

  1. D. Kh. Fuk and S. V. Nagaev, “Probabilistic inequalities for partial sums of independent variables,” Teor. Veroyat. i ee Primen.,16, No. 4, 660–675 (1971).

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  3. J. L. Doob, Stochastic Processess, Wiley, New York (1953).

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  4. W. Steiger, “A best possible Kolmogorov type inequality for martingales and characteristic property,” Ann. Math. Statistics,40, No. 3, 764–769 (1969).

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  5. V. V. Petrov, “A generalization and sharpening of Bernstein's inequality,” Vestn. Leningrad. Univ.,19, No. 4, 63–68 (1967).

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Authors
  1. D. Kh. Fuk
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Translated from Sibirskii Matematicheskii Zhurnal, Vol. 14, No. 1, pp. 185–193, January–February, 1973.

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Fuk, D.K. Some probablistic inequalities for martingales. Sib Math J 14, 131–137 (1973). https://doi.org/10.1007/BF00967273

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  • DOI: https://doi.org/10.1007/BF00967273

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