Deviation inequalities for Banach space valued martingales differences sequences and random field

Abstract

We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of normalized maxima of partial sums.

Cited by in corpus (3)

• Limit theorems for U-statistics of Bernoulli data
• Deviation inequality for Banach-valued orthomartingales
• Bound on the maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation