On Probability and Moment Inequalities for Supermartingales and Martingales

The probability inequality for sum Sn=[summation operator]j=1nXj is proved under the assumption that the sequence Sk, k=$\overline{1,n}$, forms a supermartingale. This inequality is stated in terms of the tail probabilities P(Xj>y) and conditional variances of the random variables Xj, j=$\overlin...

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Veröffentlicht in:	Acta applicandae mathematicae 2003-10, Vol.79 (1-2), p.35
1. Verfasser:	Nagaev, S V
Format:	Artikel
Sprache:	eng
Schlagworte:	Banach spaces Inequality Mathematical models Probability Random variables Studies Variance analysis
Online-Zugang:	Volltext
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