An inequality for tail probabilities of martingales with differences bounded from one side (Q1868450)
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scientific article; zbMATH DE number 1901505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inequality for tail probabilities of martingales with differences bounded from one side |
scientific article; zbMATH DE number 1901505 |
Statements
An inequality for tail probabilities of martingales with differences bounded from one side (English)
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27 April 2003
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An inequality of exponential type for tail probabilities of martingales whose martingale differences and conditional variances have nonrandom upper bounds is established.
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probabilities of large deviations
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Azuma's inequality
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bounds for tail probabilities
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inequalities
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bounded differences and random variables
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measure concentration phenomena
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product spaces
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Lipschitz functions
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Hoeffding's inequalities
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martingale
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