Bounds for tail probabilities of martingales using skewness and kurtosis
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Publication:946798
DOI10.1007/s10986-008-0003-8zbMath1153.60010arXiv1111.6358OpenAlexW2009155987MaRDI QIDQ946798
Vidmantas Bentkus, Tomas Juškevičius
Publication date: 24 September 2008
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6358
martingaleskurtosissums of independent random variablesskewnessBernoulli random variablesbounds for tail probabilitiesHoeffding's inequalitiesprobabilities of large deviationsbinomial tailsmethod of bounded differences
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