| Article ID: | iaor20051998 |
| Country: | United States |
| Volume: | 17 |
| Issue: | 1 |
| Start Page Number: | 97 |
| End Page Number: | 106 |
| Publication Date: | Apr 2004 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Kartashov N., Mishura Yu |
| Keywords: | probability |
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.