Displaying similar documents to “Nonlinear integral inequalities in two independent variables and their applications.”

Concentration inequalities for semi-bounded martingales

Yu Miao (2008)

ESAIM: Probability and Statistics

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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.