Skip navigation
Skip navigation

Tail probabilities and almost sure bounds for martingales

Steiger, William Lee

Description

This thesis contains a study of martingales. Some well-known results of probability theory are extended to the martingale context. Many of the extensions are best-possible in a sense to be made precise in the relevant part of the text. One result provides a characteristic difference between martingales and sums of independent random variables. Extensions to martingales of certain limit theorems for maxima of suras of independent random variables are given; these results are in a form...[Show more]

CollectionsOpen Access Theses
Date published: 1969
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/133888

Download

File Description SizeFormat Image
b10160656_Steiger_William_Lee.pdf3.37 MBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator