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arXiv · 1201.0533

Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps

Igal Sason
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Abstract

This letter derives some new exponential bounds for discrete time, real valued, conditionally symmetric martingales with bounded jumps. The new bounds are extended to conditionally symmetric sub/ supermartingales, and they are compared to some existing bounds.

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Igal Sason. 2013-05-01. Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps. https://arxiv.org/abs/1201.0533

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