On normal domination of (super)martingales

DOI10.1214/EJP.v11-371zbMath1130.60019arXivmath/0512382MaRDI QIDQ2461943

Iosif Pinelis

Publication date: 23 November 2007

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512382

zbMATH Keywords

upper boundsmartingalessupermartingalesgeneralized momentsprobability inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Characteristic functions; other transforms (60E10) Large deviations (60F10)

Related Items (13)

Upper bounds for superquantiles of martingales ⋮ Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces ⋮ Exact inequalities for sums of asymmetric random variables, with applications ⋮ On the Bennett-Hoeffding inequality ⋮ An extension of the Hoeffding inequality to unbounded random variables ⋮ Bounds for tail probabilities of martingales using skewness and kurtosis ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ About Doob's inequality, entropy and Tchebichef ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Toward the best constant factor for the Rademacher-Gaussian tail comparison ⋮ An exponential inequality for suprema of empirical processes with heavy tails on the left ⋮ Optimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure Inequalities ⋮ Concentration inequalities for suprema of unbounded empirical processes

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