Volume 12, April 2008
|Page(s)||51 - 57|
|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; email@example.com
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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