A Gaussian upper bound for martingale small-ball probabilities
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Publication:504261
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
Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50)
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