Year: 2026
Type: preprint
Abstract: In this paper, we establish several deviation inequalities for the norms of vector-valued martingales, achieving bounds of the same quality as those available in the classical one-dimensional setting. Our results extend and refine previous work by Pinelis (1994) and Hayes (2005) in this area.
Source: arXiv (Cornell University)
Authors: Juškevičius, Tomas, Šileikis, Matas
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7223299471