Generalization of tail inequalities for random variables, using in the martingale theory

M. R. Formica; E. Ostrovsky; L. Sirota

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arXiv · 2206.01171

Generalization of tail inequalities for random variables, using in the martingale theory

M. R. Formica·E. Ostrovsky·L. Sirota

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Abstract

We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand Lebesgue Spaces. We bring also several examples in each sections in order to show the exactness of our estimates.

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M. R. Formica, E. Ostrovsky, L. Sirota. 2022-06-01. Generalization of tail inequalities for random variables, using in the martingale theory. https://arxiv.org/abs/2206.01171

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