On a Convex Function Inequality for Martingales
Work
Year: 1973
Type: article
Abstract: A new proof is given for the inequality $$E(\Phi(\Sigma^\infty_{\nu=1} E(z_\nu \mid \mathscr{F}_\nu))) \leqq CE(\Phi(\Sigma^\infty_{\nu=1} z_\nu)),$$ where $z_1, z_2, \cdots, z_n, \cdots$ are nonnegat... more
Source: The Annals of Probability
Author Adriano M. Garsia
Cites:
Cited by: 44
Related to: 10
FWCI: 3.211
Citation percentile (by year/subfield): 94.19
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze