离散时间条件对称有界跳跃鞅的紧指数界
概率论
2013-05-02 v9 信息论
math.IT
摘要
本文推导了离散时间、实值、条件对称且有界跳跃鞅的一些新的指数界。这些新界被推广到条件对称的上/下鞅，并与一些现有界进行了比较。
引用
@article{arxiv.1201.0533,
title = {Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps},
author = {Igal Sason},
journal= {arXiv preprint arXiv:1201.0533},
year = {2013}
}
备注
To appear in the Statistics and Probability Letters, final version of the manuscript (dated May 1, 2013). Presented in part at the 2012 International Workshop on Applied Probability (IWAP), Jerusalem, Israel, June 2012