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Exponential inequalities for the supremum of some counting processes and their square martingales

Abstract : We establish exponential inequalities for the supremum of martingales obtained from counting processes as well as the supremum of their square martingales. Exponential inequalities are also provided for the oscillation modulus of these martingales.
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https://hal.archives-ouvertes.fr/hal-02275583
Contributor : Ronan Le Guével <>
Submitted on : Saturday, August 31, 2019 - 3:55:09 PM
Last modification on : Monday, July 6, 2020 - 3:38:11 PM

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  • HAL Id : hal-02275583, version 1

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Ronan Le Guével. Exponential inequalities for the supremum of some counting processes and their square martingales. 2019. ⟨hal-02275583v1⟩

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