%0 Journal Article %1 fan2013exponential %A Fan, Xiequan %A Grama, Ion %A Liu, Quansheng %D 2013 %K bounds inequality theory %T Exponential inequalities for martingales with applications %U http://arxiv.org/abs/1311.6273 %X The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Peña, Pinelis and van de Geer. Moreover, our concentration inequalities also improve some known inequalities for sums of independent random variables. Applications associated with linear regressions, autoregressive processes and branching processes are provided. In particular, an interesting application of de la Peña's inequality to self-normalized deviations is also provided.

@article{fan2013exponential, abstract = {The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Pe\~{n}a, Pinelis and van de Geer. Moreover, our concentration inequalities also improve some known inequalities for sums of independent random variables. Applications associated with linear regressions, autoregressive processes and branching processes are provided. In particular, an interesting application of {de la Pe\~{n}a's} inequality to self-normalized deviations is also provided.}, added-at = {2019-08-31T22:42:30.000+0200}, author = {Fan, Xiequan and Grama, Ion and Liu, Quansheng}, biburl = {https://www.bibsonomy.org/bibtex/27813f8d7f1891052c095c63b2e24144a/kirk86}, description = {[1311.6273] Exponential inequalities for martingales with applications}, interhash = {61d55b45807c596569791c26959e4001}, intrahash = {7813f8d7f1891052c095c63b2e24144a}, keywords = {bounds inequality theory}, note = {cite arxiv:1311.6273Comment: 22 pages}, timestamp = {2019-08-31T22:42:30.000+0200}, title = {Exponential inequalities for martingales with applications}, url = {http://arxiv.org/abs/1311.6273}, year = 2013 }