| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5130102 | Stochastic Processes and their Applications | 2017 | 12 Pages |
Abstract
In this paper we give new deviation inequalities for martingales with increments bounded from above. Our results are based on an improvement of the results of Bennett (1968) for random variables bounded from above.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Emmanuel Rio,