Concentration inequalities for semi-bounded martingales
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Publication:5429620
DOI10.1051/ps:2007033zbMath1184.60005MaRDI QIDQ5429620
Publication date: 30 November 2007
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/244815
60E15: Inequalities; stochastic orderings
60G42: Martingales with discrete parameter
60G44: Martingales with continuous parameter
Related Items
Exponential Inequalities for Bounded Random Variables, Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes
Cites Work
- Principle of conditioning in limit theorems for sums of random variables
- A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
- A general class of exponential inequalities for martingales and ratios
- Optimum bounds for the distributions of martingales in Banach spaces
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