Moment and Tail Inequalities for Polynomial Martingales

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.

References in corpus (2)

• Schlomilch and Bell Series for Bessel's Functions, with Probabilistic Applications
• Non-Improved Uniform Tail Estimates for Normed Sums of Independent Random Variables with Heavy Tails, with applications

Cited by in corpus (5)

• Sharp moment estimates for polynomial martingales
• Sharp moment and exponential tail estimates for U-statistics
• Tail estimates for martingale under "LLN" norming sequence
• Uniform Limit Theorem and tail estimates for parametric u-statistics
• Grand Lebesgue norm estimation for binary random variables, with applications