Concentration inequalities for semi-bounded martingales
ESAIM: Probability and Statistics, Tome 12 (2008), pp. 51-57.

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.

DOI : https://doi.org/10.1051/ps:2007033
Classification : 60E15,  60G42
Mots clés : decoupling, exponential inequalities, martingale, conditionally symmetric variables
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Miao, Yu. Concentration inequalities for semi-bounded martingales. ESAIM: Probability and Statistics, Tome 12 (2008), pp. 51-57. doi : 10.1051/ps:2007033. http://www.numdam.org/articles/10.1051/ps:2007033/

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