On De la Peña Type Inequalities for Point Processes

On De la Peña Type Inequalities for Point Processes

There has been a renewed interest in exponential concentration inequalities for stochastic processes in probability and statistics over the last three decades. De la Peña established a nice exponential inequality for a discrete time locally square integrable martingale. In this paper, we obtain de l...

Full description

Bibliographic Details
Main Authors: Naiqi Liu, Vladimir V. Ulyanov, Hanchao Wang
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Mathematics
Subjects:
de la Peña’s inequalities
purely discontinuous local martingales
stochastic integral of multivariate point processes
Doléans–Dade exponential
Online Access:https://www.mdpi.com/2227-7390/10/12/2114

Internet

https://www.mdpi.com/2227-7390/10/12/2114

Similar Items