17 citations · 18 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 1 cited
Optimal L-bounds for submartingales
Lutz Mattner, Uwe Rösler
The optimal function satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale is sho…
math.PR2008★ 17 cited
A stochastic fixed point equation for weighted minima and maxima
Gerold Alsmeyer, Uwe Rösler
Given any finite or countable collection of real numbers , we find all solutions to the stochastic fixed point equation \[W\stackrel{\mathrm {d}}{=}\inf_{j\in J}T_j…