DOIAbstract
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
New corrected version; 22 pages; 1 figure; New result added: stretched-exponential inequalityWe pres...
Abstract. Let X = (Xt)t≥0 be a semimartingale and H = (Ht)t≥0 be a pre-dictable process taking value...
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
We examine a number of generalized and extended versions of concentration inequalities and martingal...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
We consider decoupling inequalities for random variables taking values in a Banach space X. We restr...
We obtain exponential concentration inequalities for sub-additive functions of independent random va...
This paper presents the uniform concentration inequality for the stochastic integral of marked point...
Using the renewal approach we prove exponential inequalities for additive functionals and empirical ...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
New corrected version; 22 pages; 1 figure; New result added: stretched-exponential inequalityWe pres...
Abstract. Let X = (Xt)t≥0 be a semimartingale and H = (Ht)t≥0 be a pre-dictable process taking value...
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
We examine a number of generalized and extended versions of concentration inequalities and martingal...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
We consider decoupling inequalities for random variables taking values in a Banach space X. We restr...
We obtain exponential concentration inequalities for sub-additive functions of independent random va...
This paper presents the uniform concentration inequality for the stochastic integral of marked point...
Using the renewal approach we prove exponential inequalities for additive functionals and empirical ...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
New corrected version; 22 pages; 1 figure; New result added: stretched-exponential inequalityWe pres...
Abstract. Let X = (Xt)t≥0 be a semimartingale and H = (Ht)t≥0 be a pre-dictable process taking value...
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