An Inequality for Tail Probabilities of Martingales with Differences Bounded from One Side

By V. Bentkus. 2003

56 citations recorded by the source corpus.

Subfields: Applied Mathematics, Management Science and Operations Research, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/c931733839c827277c75e0a089c0c94950350104

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Iosif Pinelis
2. Quansheng Liu
3. Ion Grama
4. Xiequan Fan

In Management Science and Operations Research

1. Quansheng Liu
2. Xiequan Fan
3. Iosif Pinelis
4. Ion Grama
5. Zhan Shi
6. Aaditya Ramdas
7. Jon D. McAuliffe
8. Steven R. Howard

In Numerical Analysis

1. Iosif Pinelis
2. Quansheng Liu
3. Ion Grama
4. Xiequan Fan

Citations in the corpus

• On the Bennett–Hoeffding inequality (2009, background): “) Various generalizations and improvements of inequality (1.9) as well as related results were given by Pinelis [38, 39, 41, 43, 44, 46] and Bentkus [2, 3, 4, 5] (with co-authors).”
• Exponential inequalities for martingales with applications (2013, methodology): “If we make use of Pinelis’ inequality (or Bentkus’ inequality [3]), the bound will be as large as O(1) x exp { − x 2 2nCn } .”