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Some Inequalities for Tree Martingales

✍ Scribed by Tong-jun He; You-liang Hou

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2005
Tongue
English
Weight
184 KB
Volume
21
Category
Article
ISSN
0168-9673

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πŸ“œ SIMILAR VOLUMES

Exponential inequalities for two-paramet
Exponential inequalities for two-parameter martingales
✍ Sı́lvia Moret; David Nualart πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 95 KB

In this paper, we establish an exponential estimate for the tail probability of the supremum of a two-parameter continuous martingale vanishing on the axes, assuming that the quadratic variation is bounded.