A sharp inequality for martingales and its applications

DOI10.1016/j.spl.2011.03.026zbMath1221.60065OpenAlexW2082923260MaRDI QIDQ553058

Libin Wu, Bainian Li, Kong-Sheng Zhang

Publication date: 26 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.026

zbMATH Keywords

large deviationsMarcinkiewicz-Zygmund inequalitymartingale inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Large deviations (60F10) Convexity of real functions of several variables, generalizations (26B25)

Cites Work

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• Large deviations for some dependent sequences
• A martingale inequality and large deviations.
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• Bounds on Moments of Certain Random Variables
• On the best constant in Marcinkiewicz-Zygmund inequality

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