Add to ORKGWe propose several exponential inequalities for self-normalized martingales similar to those established by De la Pena. The keystone is the introduction of a new notion of random variable heavy on left or right. Applications associated with linear regressions, autoregressive and branching processes are also provided
International audienceWe present deviation bounds for self-normalized averages and applications to e...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
AbstractWe prove that all W∞-continuous martingales can be represented as stochastic integrals of sm...
International audienceWe propose several exponential inequalities for self-normalized martingales si...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
International audienceWe propose new concentration inequalities for self-normalized martingales. The...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
AbstractMultivariate self-normalized processes, for which self-normalization consists of multiplying...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
International audienceIn this Note, we provide exponential inequalities for suprema of empirical pro...
Self-normalized processes are of common occurrence in probabilistic and statistical studies. This vo...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
International audienceWe present deviation bounds for self-normalized averages and applications to e...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
AbstractWe prove that all W∞-continuous martingales can be represented as stochastic integrals of sm...
International audienceWe propose several exponential inequalities for self-normalized martingales si...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
International audienceWe propose new concentration inequalities for self-normalized martingales. The...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
AbstractMultivariate self-normalized processes, for which self-normalization consists of multiplying...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
International audienceIn this Note, we provide exponential inequalities for suprema of empirical pro...
Self-normalized processes are of common occurrence in probabilistic and statistical studies. This vo...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
International audienceWe present deviation bounds for self-normalized averages and applications to e...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
AbstractWe prove that all W∞-continuous martingales can be represented as stochastic integrals of sm...