Exponential Bounds in the Law of Iterated Logarithm for Martingales
Ostrovsky, E. · Sirota, L.
Original · EN
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.
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