Optimum bounds for the distributions of martingales in Banach spaces
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Publication:1904475
DOI10.1214/aop/1176988477zbMath0836.60015arXiv1208.2200OpenAlexW2022829242MaRDI QIDQ1904475
Publication date: 9 April 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.2200
sums of independent random variablesexponential inequalitiesbounds on momentsdistribution inequalitiesmartingales in Banach spacestwo-smooth Banach spaces
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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