Bide -side Exponential and Moment Inequalities for Tails of Distributions of Polynomial Martingales

@inproceedings{OstrovskyE2004BideE,
title={Bide -side Exponential and Moment Inequalities for Tails of Distributions of Polynomial Martingales},
author={I OstrovskyE},
year={2004}
}

Ostrovsky E I

Published 2004

In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials on independent random variables, to the theory of U − statistics, multiply martingale series and in the theory of weak compactness measures on the Banach spaces.