Upper bounds for superquantiles of martingales
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Publication:822309
DOI10.5802/CRMATH.207zbMATH Open1475.60047OpenAlexW4287327457MaRDI QIDQ822309FDOQ822309
Authors: Emmanuel Rio 
Publication date: 22 September 2021
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5802/crmath.207
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Cites Work
- A converse to the dominated convergence theorem
- Sharp martingale and semimartingale inequalities.
- Title not available (Why is that?)
- On the Distribution of Maxima of Martingale
- Exact Rosenthal-type bounds
- Exponential inequalities for weighted sums of bounded random variables
- Bounds on the constant in the mean central limit theorem
- About the rate function in concentration inequalities for suprema of bounded empirical processes
- Optimal concentration inequalities for dynamical systems
- Concentration inequalities for sums and martingales
- Rates of convergence for minimal distances in the central limit theorem under projective criteria
- On normal domination of (super)martingales
- About Doob's inequality, entropy and Tchebichef
- Best possible bounds of the von Bahr-Esseen type
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