The classical čebyšev inequality leads to an inequality for martingales which is often called the Kolmogorov inequality. It is shown here that many generalized čebyšev inequalities for random variables lead in a similar way to martingale inequalities, and that the corresponding martingale inequality is sharp when the čebyšev inequality is.
|Number of pages||7|
|Journal||Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete|
|State||Published - Mar 1976|