A note on Bernstein-type inequalities for martingales

Dzhaparidze, Kacha; van Zanten, Harry

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.

Additional Metadata
MSC	Inequalities; stochastic orderings (msc 60E15), Martingales with continuous parameter (msc 60G44), Random measures (msc 60G57)
THEME	Logistics (theme 3), Energy (theme 4)
Publisher	CWI
Series	CWI. Probability, Networks and Algorithms [PNA]
Organisation	Stochastics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Dzhaparidze, K., & van Zanten, H. (1999). A note on Bernstein-type inequalities for martingales. CWI. Probability, Networks and Algorithms [PNA]. CWI.

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A note on Bernstein-type inequalities for martingales

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