Exponential Bounds in the Law of Iterated Logarithm for Martingales

Abstract

In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations, moment, Banach spaces of random variables, tail of distribution, conditional expectation.

arXiv comment12 pages

References in corpus (1)

• Bide - Side Exponential and Moment Inequalities for Tails of Distributions of Polynomial Martingales

Cited by in corpus (4)

• Optimal Adaptive Nonparametric Denoising of Multidimensional - Time Signal
• Maximal Inequalities in Bilateral Grand Lebesque Spaces Over Unbounded Measure
• Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution
• Exponential tail estimates in the Law of Ordinary Logarithm (LOL) for arrays of random variables