Distribution Function Inequalities for Martingales
Open Access
- 1 February 1973
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 1 (1) , 19-42
- https://doi.org/10.1214/aop/1176997023
Abstract
This is a guide to some recent work in the theory of martingale inequalities. Methods are simplified; some new proofs are given. A number of new results are also included.Keywords
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