Exponential Bounds in the Law of Iterated Logarithm for Martingales
Probability
2008-01-15 v1
Abstract
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.
Keywords
Cite
@article{arxiv.0801.2125,
title = {Exponential Bounds in the Law of Iterated Logarithm for Martingales},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:0801.2125},
year = {2008}
}
Comments
12 pages