Concentration inequalities for semi-bounded martingales

Author： Miao Yu  

Publisher： Edp Sciences

E-ISSN： 1262-3318|12|issue|51-57

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.12, Iss.issue, 2007-11, pp. : 51-57

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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.

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