On Bernstein-type inequalities for martingales.

DOI10.1016/S0304-4149(00)00086-7zbMath1051.60022WikidataQ99980105 ScholiaQ99980105MaRDI QIDQ1888750

J. H. van Zanten, Kacha Dzhaparidze

Publication date: 26 November 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

exponential inequalitymultiplicative decompositionBernstein inequalitylocally square integrable martingaleexponential submartingale

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Approximations to statistical distributions (nonasymptotic) (62E17)

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• On tail probabilities for martingales
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• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
• Inequalities for a Pair of Processes Stopped at a Random Time
• Probability Inequalities for Sums of Independent Random Variables

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