Moment and Tail Inequalities for Polynomial Martingales
Probability
2011-12-14 v1
Abstract
In this paper we obtain the non-asymptotic exact moment and tails estimates for polynomial on martingale differences. We give also some examples on order to show the exactness of obtained results.
Keywords
Cite
@article{arxiv.1112.2768,
title = {Moment and Tail Inequalities for Polynomial Martingales},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1112.2768},
year = {2011}
}