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Large Deviations of Vector-valued Martin...

Juditsky, Anatoli...

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Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces by Juditsky, Anatoli ( Author )

Content Provider	Lemonjar Open Access
Publisher	N.A
Publication Date	04-09-2008
Summary	We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so. We demonstrate that this is the case when the norm on the space can be approximated, within an absolute constant factor, by a norm which is differentiable on the unit sphere with a Lipschitz continuous gradient. We also present various examples of spaces possessing the latter property.
ISBN	-
Item Type	Article
File Type	pdf
File Size	36.88 KB
Language	English
Subjects	-
Unlimited	MYR 0.00
Total read	-
URL	http://arxiv.org/abs/0809.0813

Citation

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AMA 11th EditionReferences

Juditsky, Anatoli. Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces. N.A. September 04, 2008. Accessed September 08, 2024. https://online.provdatabase.com/cite/12643

APA 7th EditionReferences

Juditsky, Anatoli. (2008). Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces. N.A. https://online.provdatabase.com/cite/12643

Chicago 17th EditionReferences

Juditsky, Anatoli. Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces. N.A. 2008. https://online.provdatabase.com/cite/12643

HarvardReferences

Juditsky, Anatoli. (2008). Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces. [Online]. N.A. Available from: https://online.provdatabase.com/cite/12643. (Accessed 08 September 2024).

Harvard AustraliaReferences

Juditsky, Anatoli, 2008, Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces, N.A, viewed 08 September 2024, <https://online.provdatabase.com/cite/12643>

MLA 9th EditionWorks Cited

Juditsky, Anatoli. Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces. N.A, 2008. PROV Database, https://online.provdatabase.com/cite/12643.

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