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.

12 pages

References in corpus (1)

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

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• Optimal Adaptive Nonparametric Denoising of Multidimensional - Time Signal
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• Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution