Bernstein's inequality for martingales

DOI10.1007/BF00535692zbMath0209.49006MaRDI QIDQ5611463

William Steiger

Publication date: 1970

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Martingales with continuous parameter (60G44) Inequalities in approximation (Bernstein, Jackson, Nikol'ski?-type inequalities) (41A17)

Cites Work

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