Martingale inequalities of type Dzhaparidze and van Zanten
Work
Year: 2017
Type: article
Abstract: Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic characteristic and a u... more
Source: Statistics
Authors Xiequan Fan, Ion Grama, Quansheng Liu
Institutions Tianjin University, Institut national de recherche en informatique et en automatique, Université de Bretagne Sud
Cites: 14
Cited by: 6
Related to: 10
FWCI: 1.964
Citation percentile (by year/subfield): 62.13
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green
Grant ID 11601375, 11501146, 11571052 and 11401590