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2017 About the constants in the Fuk-Nagaev inequalities
Emmanuel Rio
Electron. Commun. Probab. 22: 1-12 (2017). DOI: 10.1214/17-ECP57

Abstract

In this paper we give efficient constants in the Fuk-Nagaev inequalities. Next we derive new upper bounds on the weak norms of martingales from our Fuk-Nagaev type inequality.

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Emmanuel Rio. "About the constants in the Fuk-Nagaev inequalities." Electron. Commun. Probab. 22 1 - 12, 2017. https://doi.org/10.1214/17-ECP57

Information

Received: 21 March 2017; Accepted: 5 May 2017; Published: 2017
First available in Project Euclid: 16 May 2017

zbMATH: 1364.60029
MathSciNet: MR3652041
Digital Object Identifier: 10.1214/17-ECP57

Subjects:
Primary: 60E15

Keywords: Bennett’s inequality , Bernstein’s inequality , Fuk-Nagaev’s inequality , Martingales , Rosenthal’s inequality , Tchebichef-Cantelli’s inequality

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