Exponential inequalities for two-parameter martingales

被引：0
|
作者：
Moret, S [1 ]
Nualart, D [1 ]
机构：
[1] Univ Barcelona, Fac Matemat, E-08007 Barcelona, Spain
来源：
STATISTICS & PROBABILITY LETTERS | 2001年 / 54卷 / 01期
关键词：
two-parameter martingales; exponential estimates; quadratic variation;
D O I：
10.1016/S0167-7152(00)00245-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we establish an exponential estimate for the tail probability of the supremum of a two-parameter continuous martingale vanishing on the axes, assuming that the quadratic variation is bounded. (C) 2001 Elsevier Science B.V. All rights reserved.
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页码：13 / 19
页数：7
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