Timeline for Exponential upper bounds for sums of martingale differences
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Sep 25, 2020 at 13:54 | history | edited | Oleksandr Z. | CC BY-SA 4.0 |
deleted 13 characters in body
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| Oct 7, 2019 at 13:20 | vote | accept | Oleksandr Z. | ||
| Oct 5, 2019 at 0:21 | answer | added | Yuval Peres | timeline score: 1 | |
| Sep 24, 2019 at 20:36 | comment | added | Oleksandr Z. | @IosifPinelis. Thank you for the comment and sharing your thoughts. Indeed, I formulated my question not clearly. What I was originally interested is the Bennett's (or Bernstein's) type of inequality for deviation of the sum of martingale differences where instead of conditional 2nd moment we have only the bound for variance. | |
| Sep 22, 2019 at 21:50 | comment | added | Iosif Pinelis | I think a useful bound not involving assumptions on conditional moments does not exist. However, it is likely a rather challenging and rather thankless task to construct an appropriate counterexample, especially when it is not quite clear what assumptions are allowed here. | |
| Sep 22, 2019 at 18:37 | history | asked | Oleksandr Z. | CC BY-SA 4.0 |