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

DOI10.1016/j.spl.2013.04.015zbMath1281.60043arXiv1201.0533OpenAlexW2963661244MaRDI QIDQ383869

Igal Sason

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

zbMATH Keywords

large deviationsconcentration inequalitiesdiscrete-time (sub/super) martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)

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