: 14, 162-169, LNM 124 (1970)MEYER, Paul-André
Quelques inégalités sur les martingales, d'après Dubins et Freedman
The original paper appeared in Ann. Math. Stat.
, 1965, and the inequalities are extensions to martingales of the Borel-Cantelli lemma and the strong law of large numbers. For martingales with bounded jumps, exponential bounds are given (Neveu, Martingales à temps discret,
gives a better one)Comment:
Though the proofs are very clever, so much work has been devoted to martingale inequalities since the paper was written that it is probably obsoleteKeywords: InequalitiesNature: Exposition Retrieve article from Numdam