Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above
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Publication:3592306
DOI10.1214/074921706000000743zbMath1125.60017arXivmath/0512301OpenAlexW1664319104MaRDI QIDQ3592306
Publication date: 12 September 2007
Published in: High Dimensional Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0512301
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Generalizations of martingales (60G48)
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Exact inequalities for sums of asymmetric random variables, with applications ⋮ On the Bennett-Hoeffding inequality ⋮ Hoeffding's inequality for supermartingales ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Toward the best constant factor for the Rademacher-Gaussian tail comparison
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