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Inequalities in Analysis and Probability || Inequalities for Processes

✍ Scribed by Pons, Odile

Book ID
127355092
Publisher
WORLD SCIENTIFIC
Year
2012
Weight
524 KB
Category
Article
ISBN
9814412589

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πŸ“œ SIMILAR VOLUMES

Maximal Probability Inequalities for Sto
Maximal Probability Inequalities for Stochastic Processes
✍ F. MΓ³ricz πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 346 KB

## Abstract Let __X~a,b~__ be nonnegative random variables with the property that __X~a,b~ ≦ X~a,c~ + X~c.b~__ for all 0__≦ a < c < b ≦ T__, where __T >__ 0 is fixed. We define __M~a,b~ =__ sup {__X~a,c~: a < c ≦ h__} and establish bounds for __P__[__M~a,b~ ≧ Ξ»__] in terms of given bounds for __P[X