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math.PR2005
Normal domination of (super)martingales
Iosif Pinelis
Let (S_0,S_1,...) be a supermartingale relative to a nondecreasing sequence of σ-algebras (H_{\le0},H_{\le1},...), with S_0\le0 almost surely (a.s.) and differences X_i:=S_i-S_{i-1…
math.PR2005★ 26 cited
Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above
Iosif Pinelis
Let be a supermartingale relative to a nondecreasing sequence of -algebras , with almost surely (a.s.) and differences $X_i:=S_i…