Deviation inequalities for Banach space valued martingales differences sequences and random field
Probability
2020-03-10 v3
Abstract
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of normalized maxima of partial sums.
Keywords
Cite
@article{arxiv.1603.00432,
title = {Deviation inequalities for Banach space valued martingales differences sequences and random field},
author = {Davide Giraudo},
journal= {arXiv preprint arXiv:1603.00432},
year = {2020}
}