Moment and Tail Inequalities for Polynomial Martingales

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Publication:6229656

arXiv1112.2768MaRDI QIDQ6229656FDOQ6229656


Authors: Eugeny Ostrovsky, Leonid Sirota Edit this on Wikidata


Publication date: 12 December 2011

Abstract: In this paper we obtain the non-asymptotic exact moment and tails estimates for polynomial on martingale differences. We give also some examples on order to show the exactness of obtained results.













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