scientific article; zbMATH DE number 1552475

MaRDI QIDQ4524731zbMATH OpenFDO

Authors Victor H. de la Peña, Michael J. Klass, Tze Leung Lai

Publication date 15 January 2001

zbMATH Keywords

Brownian motionstopping timesupremum of the self-normalized process

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Brownian motion (60J65)

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• On moment conditions for normed sums of independent variables and martingale differences

Cited in

(5)

• Theory and applications of multivariate self-normalized processes
• Berry-Esseen bounds for self-normalized martingales
• Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
• Time-uniform Chernoff bounds via nonnegative supermartingales
• On the exponential Orlicz norms of stopped Brownian motion

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