Sharp moment estimates for polynomial martingales

Published 3 Oct 2014 in math.PR | (1410.0739v1)

Abstract: In this paper non-asymptotic moment estimates are derived for tail of distribution for discrete time polynomial martingale by means of martingale differences as a rule in the terms of unconditional and unconditional relative moments and tails of distributions of summands. We show also the exactness of obtained estimations.

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