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A generalization of Garsia’s inequality to two-parameter supermartingales. (English. Ukrainian original) Zbl 0842.60043

Theory Probab. Math. Stat. 48, 13-18 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 19-27 (1993).
Summary: The question is studied whether a generalization of the well-known Garsia inequality for supermartingales can be proved for two-dimensional potentials. The inequality obtained allows us to estimate moments of increasing fields generated by two-parameter potentials. A counterexample is given demonstrating that an exact analogue of Garsia’s inequality cannot be obtained in the plane.

MSC:

60G48 Generalizations of martingales
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