作者
Anatoli Juditsky, Arkadii S Nemirovski
发表日期
2008/9/4
期刊
arXiv preprint arXiv:0809.0813
简介
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.
引用总数
2008200920102011201220132014201520162017201820192020202120222023202412272655352813121179
学术搜索中的文章