Title: Martingale convergence avoiding the upcrossing inequality
Language: English
Authors: Hofbauer-Tsiflakos, Michael 
Qualification level: Diploma
Keywords: Martingal/Konvergenz/Überquerungsungleichung
Martingale/Convergence/Upcrossing/Inequality
Advisor: Grill, Karl
Issue Date: 2010
Number of Pages: 56
Qualification level: Diploma
Abstract: 
Es werden drei Wege, fast sichere Konvergenz für Martingale, ohne Benützung der Überquerungsungleichung, erläutert. Als zusätzliches Resultat wird die Doob'sche Lp-Ungleichung, durch die Benützung des Marcinkiewicz'schen Interpolationstheorems, verschärft.

Three ways of achieving almost sure convergence for martingales without using the upcrossing inequality.
Additionally a sharper Lp-inequality of Doob, using Marcinkiewicz' interpolation theorem, was shown.
URI: https://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-35306
http://hdl.handle.net/20.500.12708/10614
Library ID: AC07806960
Organisation: E105 - Institut für Statistik und Wahrscheinlichkeitstherorie 
Publication Type: Thesis
Hochschulschrift
Appears in Collections:Thesis

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