Exponential inequalities for two-parameter martingales

被引：0

作者：

Moret, S ^{[1
]}

Nualart, D ^{[1
]}

机构：

[1] Univ Barcelona, Fac Matemat, E-08007 Barcelona, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 54卷 / 01期

关键词：

two-parameter martingales; exponential estimates; quadratic variation;

D O I：

10.1016/S0167-7152(00)00245-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：13 / 19

页数：7