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arXiv · 1112.2768

Moment and Tail Inequalities for Polynomial Martingales

E. Ostrovsky·L. Sirota
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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.

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BibTeXRIS

E. Ostrovsky, L. Sirota. 2011-12-13. Moment and Tail Inequalities for Polynomial Martingales. https://arxiv.org/abs/1112.2768

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