An exact bound for tail probabilities for a class of conditionally symmetric bounded martingales

zbMATH Open1158.60343MaRDI QIDQ3607597FDOQ3607597

Authors: D. Dzindzalieta 

Publication date: 2 March 2009

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zbMATH Keywords

random walkmartingalestail probabilitiesisoperimetric

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Cited In (1)

• Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps

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