Martingale inequalities of type Dzhaparidze and van Zanten

DOI10.1080/02331888.2017.1318138zbMath1379.60046arXiv1404.4776OpenAlexW3101718257MaRDI QIDQ4600807

Xiequan Fan, I. G. Grama, Quan-sheng Liu

Publication date: 12 January 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.4776

zbMATH Keywords

martingalestail probabilitiesexponential inequalitiesFreedman inequalityself-normalized deviationsde la Peña inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

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Random walks on hyperbolic spaces: second order expansion of the rate function at the drift ⋮ Bernstein type inequalities for self-normalized martingales with applications ⋮ Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation ⋮ Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences

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