Moment and tail estimates for martingales and martingale transform, with application to the martingale limit theorem in Banach spaces
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Publication:6233868
arXiv1206.4964MaRDI QIDQ6233868FDOQ6233868
Authors: Eugeny Ostrovsky, Leonid Sirota 
Publication date: 21 June 2012
Abstract: In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale and martingale transform by means of martingale differences in the terms of moments and tails of distributions of summands and multipliers. We show also the exactness of obtained estimations and consider some applications in the theory of limit theorem for Banach space valued martingales.
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