Levental, Shlomo - In: Statistics & Probability Letters 46 (2000) 3, pp. 271-276
Let B(t), 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1 be a Brownian Bridge, and let f:[0,1]--{+1,-1} be a non-random, measurable function. Then for every t[greater-or-equal, slanted]0 the following holds:The result follows from a discrete-time maximal inequality for signs via...
