A sharp inequality for martingales and its applications

作者：Li Bainian^*; Zhang Kongsheng; Wu Libin

来源：Statistics & Probability Letters, 2011, 81(8): 1260-1266.

DOI：10.1016/j.spl.2011.03.026

• Large deviations
• Martingale inequality
• Marcinkiewicz-Zygmund inequality

In this paper, the best constant with respect to an inequality for martingales in Hall and Heyde (1980) is obtained. As a consequence, some large deviations with martingale difference and moving average process are established.

• 出版日期2011-8
• 单位安徽大学