A general class of exponential inequalities for martingales and ratios

DOI10.1214/aop/1022677271zbMath0942.60004OpenAlexW1971031270MaRDI QIDQ1807186

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022677271

zbMATH Keywords

decoupling inequalities exponential martingale inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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