Abstract
The fundamental inequalities and the basic convergence theory of discrete (sub)martingales are developed in this chapter. As an important application the Gaussian dichotomy theorem is established and then various likelihood ratios for Gaussian processes are given. Some other extensions (e.g., asymptotic martingales) and consequences are included in the text and as complements.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
