Operations, Information and Decisions Papers

Document Type

Journal Article

Date of this Version

11-2013

Publication Source

Journal of Mathematical Analysis and Applications

Volume

407

Issue

1

Start Page

130

Last Page

140

DOI

10.1016/j.jmaa.2013.05.010

Abstract

We illustrate a process that constructs martingales with help from matrix products that arise naturally in the theory of sampling without replacement. The usefulness of the new martingales is illustrated by the development of maximal inequalities for permuted sequences of real numbers. Some of these inequalities are new and some are variations of classical inequalities like those introduced by A. Garsia in the study of rearrangement of orthogonal series.

Copyright/Permission Statement

© . This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/

Keywords

Construction of martingales, permutation inequalities, garsia inequality, combinatorial martingales; Discrete Brownian bridge

Share

COinS
 

Date Posted: 27 November 2017

This document has been peer reviewed.