Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps
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🧮 math.PR
cs.ITmath.IT
keywords
boundsconditionallysymmetricboundeddiscreteexponentialjumpsmartingales
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This letter 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 they are compared to some existing bounds.
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