An Alternative Proof of Rubin's Lemma

Authors

  • Santosh Ghimire Pulchowk Campus, Tribhuvan University, Kathmandu, Nepal

Keywords:

Martingales, Law of the iterated logarithm, Quadratic characteristic, Dyadic intervals

Abstract

Rubin's Lemma is an inhomogenous type inequality which is satisfied by the sequence of dyadic martingales. In this paper, we give a proof using the measure theoretic approach which is simpler and different than the original probabilistic approach.

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Author Biography

Santosh Ghimire, Pulchowk Campus, Tribhuvan University, Kathmandu, Nepal

Department of Applied Sciences and Chemical Engineering

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Published

2020-10-31

How to Cite

An Alternative Proof of Rubin’s Lemma. (2020). Nepal Journal of Mathematical Sciences, 1, 51-54. https://doi.org/10.3126/njmathsci.v1i0.34162

Issue

Vol. 1 (2020)

Section

Articles

License

© School of Mathematical Sciences, Tribhuvan University

How to Cite

An Alternative Proof of Rubin’s Lemma. (2020). Nepal Journal of Mathematical Sciences, 1, 51-54. https://doi.org/10.3126/njmathsci.v1i0.34162