| Issue |
ESAIM: PS
Volume 12, April 2008
|
|
|---|---|---|
| Page(s) | 51 - 57 | |
| DOI | https://doi.org/10.1051/ps:2007033 | |
| Published online | 13 November 2007 | |
Concentration inequalities for semi-bounded martingales
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
Received:
21
April
2006
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.
Mathematics Subject Classification: 60E15 / 60G42
Key words: Decoupling / exponential inequalities / martingale / conditionally symmetric variables.
© EDP Sciences, SMAI, 2008
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