Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152879 | Statistics & Probability Letters | 2013 | 9 Pages |
Abstract
This letter derives some new exponential bounds for discrete-time real-valued conditionally symmetric martingales with bounded jumps. The new bounds are extended to conditionally symmetric sub/supermartingales, and they are compared to some existing bounds.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Igal Sason,