NettetWe prove that the best so far known constant $c_p=\frac{p^{-p}}{1-p},\, p\in(0,1)$ of a domination inequality, which originates to Lenglart, is sharp. In particular, we solve an open question... NettetThis inequality of Lenglart can be regarded as the “master inequality” of the Doob type for tail probabilities of suprema of processes which can be “dominated” by a right …

A note on the good lambda inequalities - Numdam

Nettet26. jan. 2024 · inequality, we also study the domination inequality under an additional monotonicity assumption. In this special case, a constant which stays bounded for $p$ … In the mathematical theory of probability, Lenglart's inequality was proved by Èrik Lenglart in 1977. Later slight modifications are also called Lenglart's inequality. Se mer Let X be a non-negative right-continuous $${\displaystyle {\mathcal {F}}_{t}}$$-adapted process and let G be a non-negative right-continuous non-decreasing predictable process such that (i) Se mer 1.^ See Théorème I and Corollaire II of Lenglart, Érik (1977). "Relation de domination entre deux processus". Annales de l'Institut Henri Poincaré, Section B. 13 (2): 171−179. Se mer • Geiss, Sarah; Scheutzow, Michael (2024). "Sharpness of Lenglart's domination inequality and a sharp monotone version". … Se mer chipman public health

Martingale and Lenglart inequality - Mathematics Stack Exchange

NettetThis inequality may be viewed as a stopped law of iterated logarithm. The method of proof relies upon a variant of Lenglart’s domination principle and makes use of It^ocalculus. … Nettet2 timer siden · While the labor force participation rate — the percentage of the population either working or actively looking for work — is projected by the U.S. Bureau of Labor Statistics to decline for everyone 16 and older to 60.4 percent in 2030, from 61.7 percent in 2024, the share of workers 75 and older is expected to grow from 8.9 percent in ... NettetIn the mathematical theory of probability, Lenglart's inequalitywas proved by Èrik Lenglart in 1977.[1] Later slight modifications are also called Lenglart's inequality. Statement. … grants for hearing aids uk