Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales
A Burkholder-type inequality for supermartingales and martingales is proved. The proof reduces to a refinement of the corresponding arguments by S. V. Nagaev, who obtained the inequality with a greater value of the upper bound.
Gespeichert in:
| Veröffentlicht in: | Theory of probability and its applications 2009-01, Vol.53 (1), p.173-179 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 179 |
|---|---|
| container_issue | 1 |
| container_start_page | 173 |
| container_title | Theory of probability and its applications |
| container_volume | 53 |
| creator | Presman, E. L. |
| description | A Burkholder-type inequality for supermartingales and martingales is proved. The proof reduces to a refinement of the corresponding arguments by S. V. Nagaev, who obtained the inequality with a greater value of the upper bound. |
| doi_str_mv | 10.1137/S0040585X97983468 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_miscellaneous_1038258648</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2553466461</sourcerecordid><originalsourceid>FETCH-LOGICAL-c257t-eda19c5f2c663f165c774555a79058923a88ff357286dc519a48e6daa94439483</originalsourceid><addsrcrecordid>eNplkE9LAzEQxYMoWKsfwFvw5GU12fw_aqlaUDxUQbwsw25it26TNske-u3dWkHQ0zC8H2_mPYTOKbmilKnrOSGcCC3ejDKacakP0IgSIwpVUnOIRju52OnH6CSlJSFEllSM0Ps05XYFuQ0eB4fzwuJJ8CmDz7j1GPBtHz8XoWtsxDNvNz10bd5iFyKe92sbVxBz6z-gswmDb_DT736Kjhx0yZ79zDF6vZu-TB6Kx-f72eTmsahLoXJhG6CmFq6spWSOSlErxYUQoMwQyJQMtHaOCVVq2dSCGuDaygbAcM4M12yMLve-6xg2vU25WrWptl0H3oY-VZQwXQotv9GLP-gy9NEP31WGcqq0HO6NEd1DdQwpReuqdRwqitvBqdqVXf0rm30By0NxVg</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>914178692</pqid></control><display><type>article</type><title>Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales</title><source>SIAM Journals Archive</source><creator>Presman, E. L.</creator><creatorcontrib>Presman, E. L.</creatorcontrib><description>A Burkholder-type inequality for supermartingales and martingales is proved. The proof reduces to a refinement of the corresponding arguments by S. V. Nagaev, who obtained the inequality with a greater value of the upper bound.</description><identifier>ISSN: 0040-585X</identifier><identifier>EISSN: 1095-7219</identifier><identifier>DOI: 10.1137/S0040585X97983468</identifier><language>eng</language><publisher>Philadelphia: Society for Industrial and Applied Mathematics</publisher><subject>Inequality ; Random variables</subject><ispartof>Theory of probability and its applications, 2009-01, Vol.53 (1), p.173-179</ispartof><rights>[Copyright] © 2009 Society for Industrial and Applied Mathematics</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c257t-eda19c5f2c663f165c774555a79058923a88ff357286dc519a48e6daa94439483</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,3185,27924,27925</link.rule.ids></links><search><creatorcontrib>Presman, E. L.</creatorcontrib><title>Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales</title><title>Theory of probability and its applications</title><description>A Burkholder-type inequality for supermartingales and martingales is proved. The proof reduces to a refinement of the corresponding arguments by S. V. Nagaev, who obtained the inequality with a greater value of the upper bound.</description><subject>Inequality</subject><subject>Random variables</subject><issn>0040-585X</issn><issn>1095-7219</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2009</creationdate><recordtype>article</recordtype><sourceid>8G5</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><sourceid>GUQSH</sourceid><sourceid>M2O</sourceid><recordid>eNplkE9LAzEQxYMoWKsfwFvw5GU12fw_aqlaUDxUQbwsw25it26TNske-u3dWkHQ0zC8H2_mPYTOKbmilKnrOSGcCC3ejDKacakP0IgSIwpVUnOIRju52OnH6CSlJSFEllSM0Ps05XYFuQ0eB4fzwuJJ8CmDz7j1GPBtHz8XoWtsxDNvNz10bd5iFyKe92sbVxBz6z-gswmDb_DT736Kjhx0yZ79zDF6vZu-TB6Kx-f72eTmsahLoXJhG6CmFq6spWSOSlErxYUQoMwQyJQMtHaOCVVq2dSCGuDaygbAcM4M12yMLve-6xg2vU25WrWptl0H3oY-VZQwXQotv9GLP-gy9NEP31WGcqq0HO6NEd1DdQwpReuqdRwqitvBqdqVXf0rm30By0NxVg</recordid><startdate>20090101</startdate><enddate>20090101</enddate><creator>Presman, E. L.</creator><general>Society for Industrial and Applied Mathematics</general><scope>AAYXX</scope><scope>CITATION</scope><scope>3V.</scope><scope>7WY</scope><scope>7WZ</scope><scope>7X2</scope><scope>7XB</scope><scope>87Z</scope><scope>88A</scope><scope>88F</scope><scope>88I</scope><scope>88K</scope><scope>8AL</scope><scope>8FE</scope><scope>8FG</scope><scope>8FH</scope><scope>8FK</scope><scope>8FL</scope><scope>8G5</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>ATCPS</scope><scope>AZQEC</scope><scope>BBNVY</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>BGLVJ</scope><scope>BHPHI</scope><scope>CCPQU</scope><scope>D1I</scope><scope>DWQXO</scope><scope>FRNLG</scope><scope>F~G</scope><scope>GNUQQ</scope><scope>GUQSH</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K60</scope><scope>K6~</scope><scope>K7-</scope><scope>KB.</scope><scope>L.-</scope><scope>L6V</scope><scope>LK8</scope><scope>M0C</scope><scope>M0K</scope><scope>M0N</scope><scope>M1Q</scope><scope>M2O</scope><scope>M2P</scope><scope>M2T</scope><scope>M7P</scope><scope>M7S</scope><scope>MBDVC</scope><scope>P5Z</scope><scope>P62</scope><scope>PATMY</scope><scope>PDBOC</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PTHSS</scope><scope>PYCSY</scope><scope>Q9U</scope><scope>7QL</scope><scope>C1K</scope></search><sort><creationdate>20090101</creationdate><title>Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales</title><author>Presman, E. L.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c257t-eda19c5f2c663f165c774555a79058923a88ff357286dc519a48e6daa94439483</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2009</creationdate><topic>Inequality</topic><topic>Random variables</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Presman, E. L.</creatorcontrib><collection>CrossRef</collection><collection>ProQuest Central (Corporate)</collection><collection>ABI-INFORM Complete</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>Agricultural Science Collection</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection</collection><collection>Biology Database (Alumni Edition)</collection><collection>Military Database (Alumni Edition)</collection><collection>Science Database (Alumni Edition)</collection><collection>Telecommunications (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>ProQuest Natural Science Collection</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Research Library (Alumni Edition)</collection><collection>Materials Science & Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central</collection><collection>Advanced Technologies & Aerospace Collection</collection><collection>Agricultural & Environmental Science Collection</collection><collection>ProQuest Central Essentials</collection><collection>Biological Science Collection</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>Technology Collection</collection><collection>ProQuest Natural Science Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Materials Science Collection</collection><collection>ProQuest Central</collection><collection>Business Premium Collection (Alumni)</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>ProQuest Central Student</collection><collection>Research Library Prep</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Computer Science Collection</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>Computer Science Database</collection><collection>Materials Science Database</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ProQuest Engineering Collection</collection><collection>Biological Sciences</collection><collection>ABI/INFORM Global</collection><collection>Agricultural Science Database</collection><collection>Computing Database</collection><collection>Military Database</collection><collection>ProQuest_Research Library</collection><collection>ProQuest Science Journals</collection><collection>Telecommunications Database</collection><collection>ProQuest Biological Science Journals</collection><collection>Engineering Database</collection><collection>Research Library (Corporate)</collection><collection>Advanced Technologies & Aerospace Database</collection><collection>ProQuest Advanced Technologies & Aerospace Collection</collection><collection>Environmental Science Database</collection><collection>Materials science collection</collection><collection>One Business</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>Engineering collection</collection><collection>Environmental Science Collection</collection><collection>ProQuest Central Basic</collection><collection>Bacteriology Abstracts (Microbiology B)</collection><collection>Environmental Sciences and Pollution Management</collection><jtitle>Theory of probability and its applications</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Presman, E. L.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales</atitle><jtitle>Theory of probability and its applications</jtitle><date>2009-01-01</date><risdate>2009</risdate><volume>53</volume><issue>1</issue><spage>173</spage><epage>179</epage><pages>173-179</pages><issn>0040-585X</issn><eissn>1095-7219</eissn><abstract>A Burkholder-type inequality for supermartingales and martingales is proved. The proof reduces to a refinement of the corresponding arguments by S. V. Nagaev, who obtained the inequality with a greater value of the upper bound.</abstract><cop>Philadelphia</cop><pub>Society for Industrial and Applied Mathematics</pub><doi>10.1137/S0040585X97983468</doi><tpages>7</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0040-585X |
| ispartof | Theory of probability and its applications, 2009-01, Vol.53 (1), p.173-179 |
| issn | 0040-585X 1095-7219 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_1038258648 |
| source | SIAM Journals Archive |
| subjects | Inequality Random variables |
| title | Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-20T13%3A39%3A21IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Estimation%20of%20the%20Constant%20in%20a%20Burkholder%20Inequality%20for%20Supermartingales%20and%20Martingales&rft.jtitle=Theory%20of%20probability%20and%20its%20applications&rft.au=Presman,%20E.%20L.&rft.date=2009-01-01&rft.volume=53&rft.issue=1&rft.spage=173&rft.epage=179&rft.pages=173-179&rft.issn=0040-585X&rft.eissn=1095-7219&rft_id=info:doi/10.1137/S0040585X97983468&rft_dat=%3Cproquest_cross%3E2553466461%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=914178692&rft_id=info:pmid/&rfr_iscdi=true |