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Concentration inequalities for semi-bounded martingales

Published online by Cambridge University Press:  13 November 2007

Yu Miao
Yu Miao*
Affiliation:
College of Mathematics and Information Science, Henan Normal University, 453007 Henan, China and School of Mathematics and Statistics, Wuhan University, 430072 Hubei, China; yumiao728@yahoo.com.cn
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Abstract

In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab.27 (1999) 537–564.

Keywords

Decouplingexponential inequalitiesmartingaleconditionally symmetric variables.

Information

Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 12 , 2008 , pp. 51 - 57
Copyright
© EDP Sciences, SMAI, 2008

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References

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