Concentration inequalities for semi-bounded martingales

DOI10.1051/PS:2007033zbMath1184.60005OpenAlexW2140103761MaRDI QIDQ5429620

Yu Miao

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/244815

zbMATH Keywords

martingaleexponential inequalitiesdecouplingconditionally symmetric variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Related Items (2)

Exponential Inequalities for Bounded Random Variables ⋮ Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes

Cites Work

• Principle of conditioning in limit theorems for sums of random variables
• A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
• A general class of exponential inequalities for martingales and ratios
• Optimum bounds for the distributions of martingales in Banach spaces
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