- Doob's inequality
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English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Doob's inequality
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Doob's martingale inequality — In mathematics, Doob s martingale inequality is a result in the study of stochastic processes. It gives a bound on the probability that a stochastic process exceeds any given value over a given interval of time. As the name suggests, the result… … Wikipedia
Doob — may refer to several things: Joseph Leo Doob, an American mathematician Doob martingale Doob s martingale inequality Doob–Meyer decomposition theorem The Doobie Brothers band A slang for cannabis See also Boob (disambiguation) … Wikipedia
Doob martingale — A Doob martingale (also known as a Levy martingale) is a mathematical construction of a stochastic process which approximates a given random variable and has the martingale property with respect to the given filtration. It may be thought of as… … Wikipedia
Doob's martingale convergence theorems — In mathematics specifically, in stochastic analysis Doob s martingale convergence theorems are a collection of results on the long time limits of supermartingales, named after the American mathematician Joseph Leo Doob. Contents 1 Statement of… … Wikipedia
Joseph Leo Doob — Infobox Scientist name = Joseph Doob image width = 300px caption = Joseph Leo Doob birth date = birth date|1910|2|27|mf=y birth place = Cincinnati, Ohio, U.S. residence = nationality = death date = death date and age|2004|6|7|1910|2|27|mf=y death … Wikipedia
Kolmogorov's inequality — In probability theory, Kolmogorov s inequality is a so called maximal inequality that gives a bound on the probability that the partial sums of a finite collection of independent random variables exceed some specified bound. The inequality is… … Wikipedia
Kraft's inequality — In coding theory, Kraft s inequality, named after Leon Kraft, gives a necessary and sufficient condition for the existence of a uniquely decodable code for a given set of codeword lengths. Its applications to prefix codes and trees often find use … Wikipedia
Azuma's inequality — In probability theory, the Azuma Hoeffding inequality (named after Kazuoki Azuma and Wassily Hoeffding) gives a concentration result for the values of martingales that have bounded differences.Suppose { X k : k = 0, 1, 2, 3, ... } is a martingale … Wikipedia
probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… … Universalium
List of mathematics articles (D) — NOTOC D D distribution D module D D Agostino s K squared test D Alembert Euler condition D Alembert operator D Alembert s formula D Alembert s paradox D Alembert s principle Dagger category Dagger compact category Dagger symmetric monoidal… … Wikipedia
Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… … Wikipedia
