Search Results - "Gilat, David"

A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales by Gilat, David, Meilijson, Isaac, Sacerdote, Laura

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A note on the maximal expected local time of L2-bounded martingales by Gilat, David, Meilijson, Isaac, Sacerdote, Laura

“…For an L 2 -bounded martingale starting at 0 and having final variance σ 2 , the expected local time at a ∈ R is at most σ 2 + a 2 - | a | . This sharp bound…”
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ON THE EXPECTED DIAMETER OF AN L^sub 2^-BOUNDED MARTINGALE by Dubins, Lester E, Gilat, David, Meilijson, Isaac

“…It is shown that the ratio between the expected diameter of an L2-bounded martingale and the standard deviation of its last term cannot exceed ... Moreover, a…”
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Gauss's Lemma and the Irrationality of Roots, Revisited by Gilat, David

“…An idea of T. Estermann (1975) for demonstrating the irrationality of √2 is extended to obtain a conceptually simple proof of Gauss's Lemma, according to which…”
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On the Nonexistence of a Three Series Condition for Series of Nonindependent Random Variables by Gilat, David

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A sharp bound on the expected local time of a continuous ${\cal L}_2$-bounded Martingale by Gilat, David, Meilijson, Isaac, Sacerdote, Laura

“…For a continuous ${\cal L}_2$-bounded Martingale with no intervals of constancy, starting at $0$ and having final variance $\sigma^2$, the expected local time…”
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On the Expected Diameter of an L₂-Bounded Martingale by Dubins, Lester E., Gilat, David, Meilijson, Isaac

“…It is shown that the ratio between the expected diameter of an L₂-bounded martingale and the standard deviation of its last term cannot exceed $\sqrt{3}$ …”
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On the ratio of the expected maximum of a martingale and theL p-norm of its last term by Gilat, David

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On the best order of observation in optimal stopping problems by Gilat, David

“…For optimal stopping problems in which the player is allowed to choose the order of the random variables as well as the stopping rule, a notion of order…”
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The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart by Gilat, David

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The best bound in the inequality of Hardy and Littlewood and its martingale counterpart by Gilat, David

“…The smallest positive constant c c for which the Hardy and Littlewood [ 8 ] L log ⁡ L L\log L inequality (1) \[ M ( f ) ≡ ∫ d x x ∫ 0 x | f | ≤ c ( 1 + ∫ | f |…”
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The Best Bound in the L log L Inequality of Hardy and Littlewood and its Martingale Counterpart by Gilat, David

“…The smallest positive constant c for which the Hardy and Littlewood [8] L log L inequality \begin{equation*} \tag{1} M(f) \equiv \int \frac{dx}{x} \int^x_0 |f|…”
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On the expected diameter of an L2-bounded martingale by Dubins, Lester E, Gilat, David, Meilijson, Isaac

“…It is shown that the ratio between the expected diameter of an L2-bounded martingale and the standard deviation of its last term cannot exceed sqrt(3)…”
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On the best order of observation in optimal stopping problems by Gilat, David

“…For optimal stopping problems in which the player is allowed to choose the order of the random variables as well as the stopping rule, a notion of order…”
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On the structure of 1-dependent Markov chains by Aaronson, Jon, Gilat, David, Keane, Michael

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Monotonicity of a Power Function: An Elementary Probabilistic Proof by Gilat, David

“…It is pointed out that in many one-sided testing situations for a real-valued parameter θ, the monotonicity of the power function hinges on the stochastic…”
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Monotonicity of a Power Function: an Elementary Probabilistic by Gilat, David

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Strongly-consistent, distribution-free confidence intervals for quantiles by Gilat, David, Hill, T.P.

“…Strongly-consistent, distribution-free confidence intervals are derived to estimate the fixed quantiles of an arbitrary unknown distribution, based on order…”
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Every Nonnegative Submartingale is the Absolute Value of a Martingale by Gilat, David

“…It is shown that every nonnegative superfair process (in particular a nonnegative submartingale) is the absolute value of a symmetric fair process…”
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One-Sided Refinements of the Strong Law of Large Numbers and the Glivenko-Cantelli Theorem by Gilat, David, Hill, T. P.

“…A one-sided refinement of the strong law of large numbers is found for which the partial weighted sums not only converge almost surely to the expected value,…”
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