Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps

Details Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps

2012-01-02

arxiv.org/abs/1201.0533v3

Mathematics

Probability

Submitted to the Electronic Journal of Probability (EJP) in January 21, 2012. As compared to the first version from Jan. 1st 2

Scientific paper

This paper derives some new exponential bounds for discrete time, real
valued, conditionally symmetric martingales with bounded jumps. The new bounds
are extended to conditionally symmetric sub/ supermartingales, and are compared
to some existing bounds. The bounds are finally exemplified in the context of
gambling.

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