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 : 10.1051/ps:2007033
Classification : 60E15, 60G42
Keywords: decoupling, exponential inequalities, martingale, conditionally symmetric variables 
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     author = {Miao, Yu},
     title = {Concentration inequalities for semi-bounded martingales},
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     url = {https://www.numdam.org/articles/10.1051/ps:2007033/}
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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

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