Some probabilistic inequalities for martingales

DOI10.1007/BF00967273zbMath0273.60029MaRDI QIDQ2264505

D. H. Fuk

Publication date: 1973

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Related Items (14)

Deviation inequalities for martingales with applications ⋮ Modified unit root tests with nuisance parameter free asymptotic distributions ⋮ Deviation inequalities for stochastic approximation by averaging ⋮ On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model ⋮ A bound on the expected overshoot for some concave boundaries ⋮ On generalization of the Nagaev-Fuk inequalities for a class of random fields ⋮ Large and moderate deviations for bounded functions of slowly mixing Markov chains ⋮ Hoeffding's inequality for supermartingales ⋮ Deviation inequalities for separately Lipschitz functionals of iterated random functions ⋮ Rates of convergence in invariance principles for random walks on linear groups via martingale methods ⋮ An exact rate of convergence in the functional central limit theorem for special martingale difference arrays ⋮ Rate of convergence in the strong law of large numbers for martingales ⋮ Deviation inequalities for separately Lipschitz functionals of composition of random functions ⋮ On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes

Cites Work

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• A Best Possible Kolmogoroff-Type Inequality for Martingales and a Characteristic Property

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