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math.PR2026
Information on trajectories: martingales and random times
Akshay Balsubramani
Accounting for information flow on the path space of trajectories of a nonnegative martingale yields exact variational identities for it, even at arbitrary random times. This recov…
math.PR2014
Sharp Finite-Time Iterated-Logarithm Martingale Concentration
Akshay Balsubramani
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bou…