A Gaussian upper bound for martingale small-ball probabilities

DOI10.1214/15-AOP1073zbMath1377.60057arXiv1405.5980OpenAlexW1845298337MaRDI QIDQ504261

James R. Lee, Charles K. Smart, Yuval Peres

Publication date: 13 January 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.5980

zbMATH Keywords

random walksmartingalessmall-ball probabilities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50)

Related Items (3)

Local asymptotics for controlled martingales ⋮ Asymptotic behaviors of random walks on countable groups ⋮ Occupation measure of random walks and wired spanning forests in balls of Cayley graphs

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