𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Maximal Probability Inequalities for Sto
✍ 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