Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps
From MaRDI portal
Publication:383869
DOI10.1016/j.spl.2013.04.015zbMath1281.60043arXiv1201.0533MaRDI QIDQ383869
Publication date: 6 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.0533
60G42: Martingales with discrete parameter
60G40: Stopping times; optimal stopping problems; gambling theory
60F10: Large deviations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weak type inequalities for conditionally symmetric martingales
- On tail probabilities for martingales
- Large deviations for martingales via Cramér's method
- A general class of exponential inequalities for martingales and ratios
- Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
- On Bernstein-type inequalities for martingales.
- Optimum bounds for the distributions of martingales in Banach spaces
- Weighted sums of certain dependent random variables
- Probability Inequalities for the Sum of Independent Random Variables
- Concentration Inequalities and Martingale Inequalities: A Survey
- Sharp Ratio Inequalities for a Conditionally Symmetric Martingale
- Probability Inequalities for Sums of Bounded Random Variables
- A Best Possible Kolmogoroff-Type Inequality for Martingales and a Characteristic Property
- Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion