What Random Variable Generates a Bounded Potential?
نویسنده
چکیده
It is known that if a predictable nondecreasing process generates a bounded potential, then its final value satisfies the Garsia inequality. We prove the converse, that is, a random variable satisfying the Garsia inequality generates a bounded potential. We also propose some useful relations between the Garsia inequality and the Cramer conditions, and different ways how to construct a potential.
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