A note on martingale deviation bounds

DOI10.1016/J.SPL.2015.12.030zbMath1336.60070OpenAlexW2224533113MaRDI QIDQ273818

Thomas R. Boucher

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.12.030

zbMATH Keywords

Markov chainmoderate deviationsmartingale difference sequence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Limit theorems in probability theory (60F99)

Cites Work

• A martingale inequality and large deviations.
• Large deviations for martingales.
• Unnamed Item

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