An inequality for tail probabilities of martingales with differences bounded from one side

DOI10.1023/A:1022234622381zbMath1019.60037OpenAlexW148829298MaRDI QIDQ1868450

Vidmantas Bentkus

Publication date: 27 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022234622381

zbMATH Keywords

inequalitiesmartingaleLipschitz functionsproduct spacesbounds for tail probabilitiesHoeffding's inequalitiesprobabilities of large deviationsbounded differences and random variablesAzuma's inequalitymeasure concentration phenomena

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (16)

On Hoeffding's inequalities. ⋮ Exact inequalities for sums of asymmetric random variables, with applications ⋮ The local convexity of solving systems of quadratic equations ⋮ Sharp large deviation results for sums of independent random variables ⋮ On domination of tail probabilities of (super)martingales: explicit bounds ⋮ An extension of the Hoeffding inequality to unbounded random variables ⋮ Bounds for tail probabilities of martingales using skewness and kurtosis ⋮ New deviation inequalities for martingales with bounded increments ⋮ On Bernstein type inequalities for stochastic integrals of multivariate point processes ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Exponential Inequalities for Bounded Random Variables ⋮ Toward the best constant factor for the Rademacher-Gaussian tail comparison ⋮ On measure concentration for separately Lipschitz functions in product spaces ⋮ Phase retrieval for sub-Gaussian measurements ⋮ Concentration inequalities for suprema of unbounded empirical processes ⋮ Optimal Hoeffding-like inequalities under a symmetry assumption

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