Exponential inequalities for self-normalized martingales

被引：1
作者：
Chen, Shanshan [1 ]
Wang, Zhenping [1 ]
Xu, Wenfei [1 ]
Miao, Yu [1 ]
机构：
[1] Henan Normal Univ, Coll Math & Informat Sci, Xin Xiang, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2014年
关键词：
exponential inequalities; self-normalized martingale difference sequence; random variables; tail probabilities;
D O I：
10.1186/1029-242X-2014-289
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we establish several exponential inequalities for martingales and self-normalized martingales, which improve some known results.
引用
收藏
页码：1 / 12
页数：12
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