Exponential Bounds in the Law of Iterated Logarithm for Martingales

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In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations, moment, Banach spaces of random variables, tail of distribution, conditional expectation.
12 pages

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Probability, primary 60G17

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http://salesiana.dossiersoluciones.com/handle/123456789/145906

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0801.2125
 http://arxiv.org/abs/0801.2125

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arXiv