Geodesic
Concentration inequalities for semi-bounded martingales
ESAIM: Probability and Statistics, Tome 12 (2008), pp. 51-57 Cet article a éte moissonné depuis la source Numdam

Voir la notice de l'article

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.

DOI : 10.1051/ps:2007033
Classification : 60E15, 60G42
Keywords: decoupling, exponential inequalities, martingale, conditionally symmetric variables 
@article{PS_2008__12__51_0,
     author = {Miao, Yu},
     title = {Concentration inequalities for semi-bounded martingales},
     journal = {ESAIM: Probability and Statistics},
     pages = {51--57},
     year = {2008},
     publisher = {EDP-Sciences},
     volume = {12},
     doi = {10.1051/ps:2007033},
     mrnumber = {2367993},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2007033/}
}
TY  - JOUR
AU  - Miao, Yu
TI  - Concentration inequalities for semi-bounded martingales
JO  - ESAIM: Probability and Statistics
PY  - 2008
SP  - 51
EP  - 57
VL  - 12
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ps:2007033/
DO  - 10.1051/ps:2007033
LA  - en
ID  - PS_2008__12__51_0
ER  - 
%0 Journal Article
%A Miao, Yu
%T Concentration inequalities for semi-bounded martingales
%J ESAIM: Probability and Statistics
%D 2008
%P 51-57
%V 12
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ps:2007033/
%R 10.1051/ps:2007033
%G en
%F PS_2008__12__51_0
Miao, Yu. Concentration inequalities for semi-bounded martingales. ESAIM: Probability and Statistics, Tome 12 (2008), pp. 51-57. doi: 10.1051/ps:2007033

Cité par Sources :