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| bio | website | |
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| visits | member for | 2 years |
| seen | Dec 5 '12 at 16:47 | |
| stats | profile views | 7 |
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Dec 5 |
awarded | Supporter |
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Nov 28 |
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The application of Doob's inequality and Doob's decomposition theorem thanks @StefanHansen |
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Nov 28 |
revised |
The application of Doob's inequality and Doob's decomposition theorem added 484 characters in body |
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Nov 28 |
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The application of Doob's inequality and Doob's decomposition theorem What I mean Doob's inequality in L1 is following: Let X be a submartingale taking non-negative real values, That is, for all times s and t with s < t, $\mathbf{E} \big[ X_{t} \big| \mathcal{F}_{s} \big] \geq X_{s}.$ Then, for any constant C > 0, $ \mathbf{P} \left[ \sup_{0 \leq t \leq T} X_{t} \geq C \right] \leq \frac{\mathbf{E} \big[ X_{T} \big]}{C}$. |
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Nov 28 |
awarded | Editor |
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Nov 28 |
revised |
The application of Doob's inequality and Doob's decomposition theorem added 558 characters in body |
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Nov 28 |
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The application of Doob's inequality and Doob's decomposition theorem For the second question, in Durrett's book, it says that doobs decomposition is usefull in reducing questions about submartingales to questions about martingales. As far as I understand, if there is a question about submartingale, we can consider to use decomposition to transfer it to a problem on martingale. |
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Nov 27 |
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The application of Doob's inequality and Doob's decomposition theorem If you think it is not a good question, please tell me how to improve it, thanks |
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Nov 27 |
asked | The application of Doob's inequality and Doob's decomposition theorem |
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May 16 |
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two examples on Graph theory to David Kohler, I know that Frucht graph holds for the condition, I wonder if there exists non-regular graph which holds the conditon. |
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May 16 |
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two examples on Graph theory to IainM: the condition is "the open neighbourhood of any point does not contain the open neighbourhood of any other point" |
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May 15 |
asked | two examples on Graph theory |
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May 14 |
awarded | Student |
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May 14 |
asked | Unique Minimal Basis? |
