Exact bounds for tail probabilities of martingales with bounded differences

MaRDI QIDQ2809692zbMATH OpenFDO

Authors 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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