Article contents
Concentration inequalities for semi-bounded martingales
Published online by Cambridge University Press: 13 November 2007
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.
- Type
- Research Article
- Information
- Copyright
- © EDP Sciences, SMAI, 2008
References
- 2
- Cited by