Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences

Annals of Probability

Saved in:

Bibliographic Details
Main Authors:	Choi, K.P., Klass, M.J.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Convex function Maximum of partial sums Median Prophet inequalities Sums of independent random variables Unordered martingale difference sequence
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/104154
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-104154
record_format	dspace
spelling	sg-nus-scholar.10635-1041542015-03-12T11:18:19Z Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences Choi, K.P. Klass, M.J. MATHEMATICS Convex function Maximum of partial sums Median Prophet inequalities Sums of independent random variables Unordered martingale difference sequence Annals of Probability 25 2 803-811 2014-10-28T02:45:55Z 2014-10-28T02:45:55Z 1997-04 Article Choi, K.P.,Klass, M.J. (1997-04). Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences. Annals of Probability 25 (2) : 803-811. ScholarBank@NUS Repository. 00911798 http://scholarbank.nus.edu.sg/handle/10635/104154 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Convex function Maximum of partial sums Median Prophet inequalities Sums of independent random variables Unordered martingale difference sequence
spellingShingle	Convex function Maximum of partial sums Median Prophet inequalities Sums of independent random variables Unordered martingale difference sequence Choi, K.P. Klass, M.J. Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
description	Annals of Probability
author2	MATHEMATICS
author_facet	MATHEMATICS Choi, K.P. Klass, M.J.
format	Article
author	Choi, K.P. Klass, M.J.
author_sort	Choi, K.P.
title	Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
title_short	Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
title_full	Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
title_fullStr	Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
title_full_unstemmed	Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
title_sort	some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104154
_version_	1681093054393483264

Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences

Similar Items