论文标题
DZHAPARIDZE-VAN ZANTEN型不平等现象的自由度化Martingales
Dzhaparidze-van Zanten type inequalities for self-normalized martingales
论文作者
论文摘要
伯恩斯坦不等式是独立随机变量的尾部概率上的紧密上限。弗里德曼（Freedman）将伯恩斯坦（Bernstein）的不平等扩展到了玛格纳斯（Martingales），其差异从上方界定，然后dzhaparidze和van Zanten广义弗里德曼（Freedman）的结果是不限制的局部正方形集成的胸围。在本文中，我们得出了一些dzhaparidze-van Zanten型不平等，用于自称为平面的martingales，具有正方形和非方面的可集成差异。
The Bernstein inequality is a tight upper bound on tail probabilities for independent random variables. Freedman extended the Bernstein inequality to martingales with differences bounded from above, and then Dzhaparidze and van Zanten generalized Freedman's result to non-bounded locally square integrable martingales. In this paper, we derive some Dzhaparidze-van Zanten type inequalities for self-normalized martingales with square integrable and non-square integrable differences.
