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- Publisher
- Springer Journals
- Copyright
- Copyright © 2003 by Kluwer Academic Publishers
- Subject
- Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
- ISSN
- 0167-8019
- eISSN
- 1572-9036
- DOI
- 10.1023/A:1025814306357
- Publisher site
- See Article on Publisher Site
Abstract
The probability inequality for sum S n =∑ j=1 n X j is proved under the assumption that the sequence S k , k= $$\overline {1,n,}$$ , forms a supermartingale. This inequality is stated in terms of the tail probabilities P(X j >y) and conditional variances of the random variables X j , j= $$\overline {1,n,}$$ . The well-known Burkholder moment inequality is deduced as a simple consequence.
Journal
Acta Applicandae Mathematicae – Springer Journals
Published: Oct 18, 2004