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Results tagged with inequalities
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user 115734
for questions involving inequalities, upper and lower bounds.
3
votes
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Question on example 3.0.1 in Yurinsky's book "Sums and Gaussian vectors"
Good day to All.
Let $S_{1,n} = \sum_{i=1}^{n}\xi_{i}$, where $(\xi_{i})_{i \in \mathbb{N}}$ be independent RV with values in some Banach space.
On pages 79-80 in this book author provides an examp …
- 65
1
vote
1
answer
282
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Exponential upper bounds for sums of martingale differences
I am interested in the exponential inequalities of the form
\begin{equation}
\label{eq:main_ineq}
E[\exp(hS_{n})] \leq \exp(\frac{\Sigma^2}{M^2} (\exp(hM)-hM-1))
\end{equation}
Such upper bound holds for … Equation 1 in herein book Concentration Inequalities', by Boucheron, Lugosi and Massart page 25-26. ). …
- 65