On tail probabilities for martingales
From MaRDI portal
Publication:1220312
DOI10.1214/AOP/1176996452zbMath0313.60037OpenAlexW2083459869WikidataQ93438521 ScholiaQ93438521MaRDI QIDQ1220312
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996452
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Large deviations (60F10)
Related Items (only showing first 100 items - show all)
Decompositions of quasirandom hypergraphs into hypergraphs of bounded degree ⋮ Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs ⋮ Nonparametric estimation of quantiles for a class of stationary processes ⋮ Limit theorems and inequalities via martingale methods ⋮ Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time) ⋮ Approximation-Friendly Discrepancy Rounding ⋮ Limit theorems for iterated random functions ⋮ Adaptive sampling for detecting a change point in the past ⋮ On Approximating the Stationary Distribution of Time-reversible Markov Chains ⋮ A Local Search Framework for Experimental Design ⋮ A Spectral Approach to Network Design ⋮ A gentle introduction to the differential equation method and dynamic concentration ⋮ Finding maximum matchings in random regular graphs in linear expected time ⋮ Substructures in Latin squares ⋮ A simple model of influence ⋮ Dynamic concentration of the triangle‐free process ⋮ A randomized construction of high girth regular graphs ⋮ Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity ⋮ Continuity of the Ising phase transition on nonamenable groups ⋮ Randomized algorithms in numerical linear algebra ⋮ Free boundary dimers: random walk representation and scaling limit ⋮ Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime ⋮ Scaling limits of anisotropic growth on logarithmic time-scales ⋮ The Triangle-Free Process and the Ramsey Number 𝑅(3,𝑘) ⋮ Nonstochastic Multi-Armed Bandits with Graph-Structured Feedback ⋮ A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR ⋮ Unnamed Item ⋮ Large deviations in random latin squares ⋮ Deviation probabilities for arithmetic progressions and irregular discrete structures ⋮ Large and moderate deviations for bounded functions of slowly mixing Markov chains ⋮ An upper bound for \(p_c\) in range-\(R\) bond percolation in two and three dimensions ⋮ Cutoff for permuted Markov chains ⋮ Asymptotic results of a multiple-entry reinforcement process ⋮ Largest component of subcritical random graphs with given degree sequence ⋮ Perfectly packing graphs with bounded degeneracy and many leaves ⋮ Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs ⋮ Improving Hoeffding's inequality using higher moments information ⋮ Rankings in directed configuration models with heavy tailed in-degrees ⋮ Dissipation in parabolic SPDEs. II: Oscillation and decay of the solution ⋮ Nonparametric estimation for high-frequency data incorporating trading information ⋮ Stochastic online convex optimization. Application to probabilistic time series forecasting ⋮ Sequential testing for elicitable functionals via supermartingales ⋮ Algorithms with gradient clipping for stochastic optimization with heavy-tailed noise ⋮ On the Method of Typical Bounded Differences ⋮ State-domain change point detection for nonlinear time series regression ⋮ UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION ⋮ Random walks on hyperbolic spaces: second order expansion of the rate function at the drift ⋮ SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS ⋮ Almost all Steiner triple systems are almost resolvable ⋮ Bernstein type inequalities for self-normalized martingales with applications ⋮ Toward a universal law of the iterated logarithm ⋮ Moderate deviations of subgraph counts in the Erdős-Rényi random graphs 𝐺(𝑛,𝑚) and 𝐺(𝑛,𝑝) ⋮ An Algorithm for Komlós Conjecture Matching Banaszczyk's Bound ⋮ Frequency estimation based on the cumulated Lomb-Scargle periodogram ⋮ The Dantzig Selector for Diffusion Processes with Covariates ⋮ Closing the Random Graph Gap in Tuza's Conjecture through the Online Triangle Packing Process ⋮ Unnamed Item ⋮ Concentration of Lipschitz Functionals of Determinantal and Other Strong Rayleigh Measures ⋮ The chromatic number of random graphs ⋮ Sample path properties of stochastic integrals, and stochastic differentiation ⋮ ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES ⋮ ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5186512 Continuity of local times for L�vy processes] ⋮ Unnamed Item ⋮ Generalized exponential bounds, iterated logarithm and strong laws ⋮ Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions ⋮ Disparity of clustering coefficients in the Holme‒Kim network model ⋮ Large girth approximate Steiner triple systems ⋮ A unified approach to tail estimates for randomized incremental construction ⋮ Competing first passage percolation on random regular graphs ⋮ Four random permutations conjugated by an adversary generateSnwith high probability ⋮ A note on the random greedy independent set algorithm ⋮ How the Experts Algorithm Can Help Solve LPs Online ⋮ Large triangle packings and Tuza’s conjecture in sparse random graphs ⋮ Longest cycles in sparse random digraphs ⋮ Running Errands in Time: Approximation Algorithms for Stochastic Orienteering ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Clustering in preferential attachment random graphs with edge-step ⋮ On the Bahadur representation of sample quantiles for dependent sequences ⋮ Weak convergence of some classes of martingales with jumps. ⋮ Kolmogorov type law of the logarithm for arrays ⋮ Regression quantiles for unstable autoregressive models ⋮ Bahadur representations of M-estimators and their applications in general linear models ⋮ Inference for time-varying lead-lag relationships from ultra-high-frequency data ⋮ Counting Steiner triple systems ⋮ Nonparametric tests for conditional symmetry in dynamic models ⋮ On maxima of periodograms of stationary processes ⋮ Local linear quantile estimation for nonstationary time series ⋮ On Azuma-type inequalities for Banach space-valued martingales ⋮ On Bernstein-type inequalities for martingales. ⋮ Deviation inequalities for martingales with applications ⋮ The kernel estimate is relatively stable ⋮ Bahadur-Kiefer representations for GM-estimators in autoregression models ⋮ A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs ⋮ Improved second-order bounds for prediction with expert advice ⋮ Uniform CLT for Markov chains and its invariance principle: A martingale approach ⋮ Symmetric Markov chains in \({\mathbb{Z}}^ 4:\) How fast can they move? ⋮ Functional limit theorems for random regular graphs
This page was built for publication: On tail probabilities for martingales