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Concentration inequalities for semi-bounded martingales. (English) Zbl 1184.60005
Summary: We apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of V. H. de la Peña [Ann. Probab. 27, No. 1, 537–564 (1999; Zbl 0942.60004)].

60E15 Inequalities; stochastic orderings
60G42 Martingales with discrete parameter
60G44 Martingales with continuous parameter
Full Text: DOI EuDML
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