On probability and moment inequalities for supermartingales and martingales

DOI10.1023/A:1025814306357zbMath1043.60034OpenAlexW4254743238MaRDI QIDQ5907036

Sergei Nagaev

Publication date: 4 December 2003

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025814306357

zbMATH Keywords

martingalemaximal inequalitysupermartingaleRosenthal inequalityBurkholder inequalityBernstein and Bennet-Hoeffding inequalitiesFuk inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (4)

Deviation inequalities for Banach space valued martingales differences sequences and random fields ⋮ Hölderian weak invariance principle under a Hannan type condition ⋮ Hoeffding's inequality for supermartingales ⋮ On probability and moment inequalities for supermartingales and martingales

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