Exponential Bounds in the Law of Iterated Logarithm for Martingales
نویسنده
چکیده
In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norm-ing in the spirit of the classical Law of Iterated Logarithm.
منابع مشابه
Self-normalized Processes: Exponential Inequalities, Moment Bounds and Iterated Logarithm Laws by Victor
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