Moment and Tail Inequalities for Polynomial Martingales

2011/12/13 by E. Ostrovsky, Ostrovsky, E., L. Sirota +1
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1112.2768

arxiv created 2011/12/13 · arxiv updated 2011/12/14

Abstract

In this paper we obtain the non-asymptotic exact moment and tails estimates for polynomial on martingale differences. We give also some examples on order to show the exactness of obtained results.

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