Concentration inequalities for matrix martingales in continuous time
نویسندگان
چکیده
منابع مشابه
Concentration Inequalities for Semi-bounded Martingales
In this paper we extend the results of de la Peña [3]. The main method that we use is the theory of decoupling, which has been developed in de la Peña [2] and [3]. Decoupling theory provides a general framework for analyzing problems involving dependent random variables as if they were independent. We will apply the theory of decoupling as in de la Peña [3] and some new inequalities for indepen...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2017
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-017-0786-9