Question: 1.*1. Prove that for any smartingale, we have for each ),>0: For a martingale or a positive or negative smartingale the constant 3 may be

1.*1. Prove that for any smartingale, we have for each ),>0:

P{sup X} For a martingale or a positive or negative smartingale the constant 3 may be replaced by 1.

P{sup X}

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