A sharp inequality for martingales and its applications
From MaRDI portal
Publication:553058
DOI10.1016/j.spl.2011.03.026zbMath1221.60065MaRDI QIDQ553058
Kong-Sheng Zhang, Bainian Li, Libin Wu
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.026
60G42: Martingales with discrete parameter
60G44: Martingales with continuous parameter
60F10: Large deviations
26B25: Convexity of real functions of several variables, generalizations
Cites Work
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- Large deviations for some dependent sequences
- A martingale inequality and large deviations.
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
- Bounds on Moments of Certain Random Variables
- On the best constant in Marcinkiewicz-Zygmund inequality