Concentration inequalities for matrix martingales in continuous time

DOI10.1007/s00440-017-0786-9zbMath1407.60004OpenAlexW2622387481MaRDI QIDQ681530

Emmanuel Bacry, Jean-François Muzy, Stéphane Gaïffas

Publication date: 12 February 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/20686

zbMATH Keywords

concentration inequalitiescontinuous time processesmatrix martingales

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (3)

Unnamed Item ⋮ Time-uniform Chernoff bounds via nonnegative supermartingales ⋮ Freedman inequality in noncommutative probability spaces

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