An exponential inequality for martingales

zbMath0857.60041MaRDI QIDQ1920084

S. A. Utev, Herold G. Dehling

Publication date: 28 August 1996

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

martingalesmartingale difference sequence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

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