world:useful-bounds
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world:useful-bounds [2022/11/17 21:21] rdouc [Maximal Kolmogorov inequality] |
world:useful-bounds [2022/11/17 21:21] rdouc [Maximal Kolmogorov inequality] |
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| $\bproof$ | $\bproof$ | ||
| - | <note important> | + | <note tip> |
| We provide a complete proof here but actually, we can also apply Doob's inequality below to the non-negative submartingale $M_n^2$ | We provide a complete proof here but actually, we can also apply Doob's inequality below to the non-negative submartingale $M_n^2$ | ||
| </note> | </note> | ||
world/useful-bounds.txt · Last modified: 2022/11/18 11:14 by rdouc
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