A note on Bernstein-type inequalities for martingales
Several inequalities of Bernstein's type are derived in a unified manner. Some extra light is shed on the classical inequalities and implications are sought for instance for conditionally symmetric martingales and sequences of asymptotically continuous martingales.
|Inequalities; stochastic orderings (msc 60E15), Martingales with continuous parameter (msc 60G44), Random measures (msc 60G57)|
|Logistics (theme 3), Energy (theme 4)|
|CWI. Probability, Networks and Algorithms [PNA]|
Dzhaparidze, K.O, & van Zanten, J.H. (1999). A note on Bernstein-type inequalities for martingales. CWI. Probability, Networks and Algorithms [PNA]. CWI.