Speed of dispersion for a class of martingales

DOI10.1016/S0246-0203(01)01088-3zbMATH Open1005.60057MaRDI QIDQ1610196

Thierry de la Rue

Publication date: 19 August 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_4_465_0

zbMATH Keywords

concentration functionmartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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