Statements (13)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:mathematical_concept
|
gptkbp:appliesTo |
submartingales
|
gptkbp:field |
gptkb:probability_theory
|
https://www.w3.org/2000/01/rdf-schema#label |
Doob's maximal inequality
|
gptkbp:namedAfter |
gptkb:Joseph_L._Doob
|
gptkbp:provides |
bound on the probability that the maximum of a submartingale exceeds a level
|
gptkbp:relatedTo |
gptkb:Doob's_martingale_convergence_theorem
gptkb:Kolmogorov's_inequality |
gptkbp:usedIn |
stochastic processes
martingale theory analysis of random walks |
gptkbp:bfsParent |
gptkb:J._L._Doob
|
gptkbp:bfsLayer |
7
|