:Self-Normalized Exponential Inequalities for Martingales论文

:Self-Normalized Exponential Inequalities for Martingales论文

本文主要研究内容

作者(2019)在《Self-Normalized Exponential Inequalities for Martingales》一文中研究指出:We give an extension of Delyon’s inequality for locally square integrable martingales.The result is very useful for establishing self-normalized exponential inequality for martingales.An application to linear regressions is discussed.

Abstract

We give an extension of Delyon’s inequality for locally square integrable martingales.The result is very useful for establishing self-normalized exponential inequality for martingales.An application to linear regressions is discussed.

论文参考文献

  • [1].WEIGHTED PSEUDO ALMOST-PERIODIC SOLUTIONS OF SHUNTING INHIBITORY CELLULAR NEURAL NETWORKS WITH MIXED DELAYS[J]. Mohammed Salah M’HAMDI,Chaouki AOUITI,Abderrahmane TOUATI,Adel M.ALIMI,Vaclav SNASEL.  Acta Mathematica Scientia(English Series).2016(06)
  • [2].Complete Convergence for Weighted Sums of WOD Random Variables[J]. ZHANG Ying,ZHANG Yu,SHEN Ai-ting.  数学季刊(英文版).2016(01)
  • [3].On general Bernstein and Nikol’ski type inequalities[J]. CAO Fei-long LIN Shao-bo ZHANG Bao-lin Department of Mathematics, China Jiliang University, Hangzhou 310018, China.  Applied Mathematics:A Journal of Chinese Universities(Series B).2010(01)
  • [4].Atomic decompositions and Hardy’s inequality on weak Hardy-Morrey spaces[J]. HO Kwok-Pun.  Science China(Mathematics).2017(03)
  • [5].On the L_p-Dual Mixed Volumes[J]. Lian Ying CHEN,Chang Jian ZHAO.  Acta Mathematica Sinica.2013(09)
  • [6].Brascamp-Lieb inequality for positive double John basis and its reverse[J]. LI Ai-Jun 1,2, & LENG GangSong 1 1 Department of Mathematics, Shanghai University, Shanghai 200444, China; 2 School of Mathematics and Information Science, Henan Polytechnic University, Jiaozuo 454000, China;.  Science China(Mathematics).2011(02)
  • [7].On a New Reverse Extended Hardy’s Integral Inequality[J]. Bi Cheng YANG Department of Mathematics,Guangdong Education Institute,Guangdong 510303,P.R.China.  数学研究与评论.2011(03)
  • [8].TWO OU-IANG TYPE NONLINEAR INTEGRAL INEQUALITIES AND APPLICATION[J]. Yuzhong Zhao, Jifeng Guo (College of Science, Qingdao Technological University, Qingdao 266033, Shandong,).  Annals of Differential Equations.2010(02)
  • [9].An Improvement of the Hardy-Hilbert Type Integral Inequalities and an Application[J]. HE Le-ping~1 CHEN Xiao-yu~2 SHANG Xiao-zhou~2 (1.Department of Mathematics and Computer Science,Jishou University,Jishou 416000,China; 2.Department of Mathematics and Computer Science,Normal College,Jishou University,Jishou 416000,China).  数学季刊.2007(01)
  • [10].A GENERALIZATION OF A RETARDED INEQUALITY AND ITS APPLICATIONS[J]. Zhao Ping Meng Fanwei (Dept. of Math., Qufu Normal University, Qufu 273165) Zhao Yan (College of Science, Jinan University, Jinan 250022).  Annals of Differential Equations.2006(01)
  • 论文详细介绍

    论文作者分别是来自Journal of Mathematical Research with Applications的,发表于刊物Journal of Mathematical Research with Applications2019年03期论文,是一篇关于,Journal of Mathematical Research with Applications2019年03期论文的文章。本文可供学术参考使用,各位学者可以免费参考阅读下载,文章观点不代表本站观点,资料来自Journal of Mathematical Research with Applications2019年03期论文网站,若本站收录的文献无意侵犯了您的著作版权,请联系我们删除。

    标签:;  

    :Self-Normalized Exponential Inequalities for Martingales论文
    下载Doc文档

    猜你喜欢