Sharp moment estimates for polynomial martingales
Probability
2014-10-06 v1
Abstract
In this paper non-asymptotic moment estimates are derived for tail of distribution for discrete time polynomial martingale by means of martingale differences as a rule in the terms of unconditional and unconditional relative moments and tails of distributions of summands. We show also the exactness of obtained estimations.
Cite
@article{arxiv.1410.0739,
title = {Sharp moment estimates for polynomial martingales},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1410.0739},
year = {2014}
}