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Concentration inequalities for semi-bounded martingales
Published online by Cambridge University Press: 13 November 2007
Abstract
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab.27 (1999) 537–564.
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- © EDP Sciences, SMAI, 2008
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