Exact bounds for tail probabilities of martingales with bounded differences

zbMATH Open1339.60046MaRDI QIDQ2809692FDOQ2809692

D. Dzindzalieta

Publication date: 30 May 2016

Published in: Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai (Search for Journal in Brave)

zbMATH Keywords

martingaleslarge deviationsrandom walkstail probabilitiesmaximal inequalitiessuper-martingales

Mathematics Subject Classification ID

Large deviations (60F10) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Generalizations of martingales (60G48)

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