New insights on concentration inequalities for self-normalized martingales

DOI10.1214/19-ECP269zbMath1472.60034arXiv1810.10590OpenAlexW2979674141MaRDI QIDQ2332992

Taieb Touati, Bernard Bercu

Publication date: 6 November 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.10590

zbMATH Keywords

martingalesconcentration inequalitiesstatistical learningautoregressive process

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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