About Doob's inequality, entropy and Tchebichef

Rio, E

Rio, E (reprint author), UMR 8100 CNRS, Lab Math Versailles, Versailles, France.

ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2018; 23 ():

Abstract

In this note we give upper bounds on the quantiles of the one-sided maximum of a nonnegative submartingale in the class L log L or the maximum of a su......

Full Text Link