Concentration inequalities for matrix martingales in continuous time
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Publication:681530
DOI10.1007/s00440-017-0786-9zbMath1407.60004OpenAlexW2622387481MaRDI QIDQ681530
Emmanuel Bacry, Jean-François Muzy, Stéphane Gaïffas
Publication date: 12 February 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://basepub.dauphine.fr/handle/123456789/20686
Random matrices (probabilistic aspects) (60B20) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
Related Items (3)
Unnamed Item ⋮ Time-uniform Chernoff bounds via nonnegative supermartingales ⋮ Freedman inequality in noncommutative probability spaces
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