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Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps (1201.0533v9)

Published 2 Jan 2012 in math.PR, cs.IT, and math.IT

Abstract: 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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