Deviation inequalities for martingales with applications
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Cites work
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- scientific article; zbMATH DE number 558238 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3274517 (Why is no real title available?)
- A general class of exponential inequalities for martingales and ratios
- A large deviation principle for weighted sums of independent identically distributed random variables
- A nonuniform bound on the rate of convergence in the martingale central limit theorem
- An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
- Concentration Inequalities and Martingale Inequalities: A Survey
- Convergence rates in the law of large numbers for arrays of martingale differences
- Deviation inequalities for separately Lipschitz functionals of iterated random functions
- Deviation probability bound for martingales with applications to statistical estimation
- Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
- Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
- Exponential inequalities for martingales with applications
- Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
- Exponential inequalities for self-normalized martingales with applications
- Hoeffding's inequality for supermartingales
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Large deviation exponential inequalities for supermartingales
- Large deviation probabilities for random walks with semiexponential distributions
- Large deviations for martingales via Cramér's method
- Large deviations for martingales.
- Large deviations for weighted sums of stretched exponential random variables
- Large deviations of sums of independent random variables
- Maxima of increments of partial sums for certain subexponential distributions
- Moments, moderate and large deviations for a branching process in a random environment
- On McDiarmid's concentration inequality
- On tail probabilities for martingales
- On the rate of convergence in the central limit theorem for martingale difference sequences
- Probability Inequalities for Sums of Independent Random Variables
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Rates of convergence in the central limit theorem for linear statistics of martingale differences
- Self-normalized large deviations
- Self-normalized moderate deviations for independent random variables
- Some probabilistic inequalities for martingales
Cited in
(16)- Strong approximations for a class of dependent random variables with semi-exponential tails
- Deviation inequalities for stochastic approximation by averaging
- Deviation inequalities for separately Lipschitz functionals of composition of random functions
- Uniform Cramér moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment
- Martingale inequalities and the jackknife estimate of variance
- Deviation inequalities for a supercritical branching process in a random environment
- New deviation inequalities for martingales with bounded increments
- Deviation inequalities for Banach space valued martingales differences sequences and random fields
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- Limit theorems for iid products of positive matrices
- Deviation inequality for Banach-valued orthomartingales
- Deviation probability bounds for fractional martingales and related remarks
- Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations
- Deviation probability bound for martingales with applications to statistical estimation
- Martingale estimates for the distribution of the deviation of density estimates
- Self-normalized exponential inequalities for martingales
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