Sharp moment estimates for polynomial martingales
classification
🧮 math.PR
keywords
estimatesmartingalemomentpolynomialunconditionalderiveddifferencesdiscrete
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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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