Exponential inequalities for martingales with applications The following exponential inequality for supermartingales can be found in Freedman

@inproceedings{Fan2015ExponentialIF,
title={Exponential inequalities for martingales with applications The following exponential inequality for supermartingales can be found in Freedman},
author={Xiequan Fan and I. Grama and Quansheng Liu},
year={2015}
}

The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Peña, Pinelis and van de Geer. Moreover, our concentration inequalities also improve some known inequalities for sums of independent random variables. Applications associated with linear regressions, autoregressive processes and branching processes are provided. In particular, an interesting application… CONTINUE READING