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On Bernstein type inequalities for stochastic integrals of multivariate point processes

  • Published:2019-05 Issue:5 Volume:129 Page:1605-1621
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Wang Hanchao,Lin Zhengyan,Su Zhonggen

Funder

National Natural Science Foundation of China

Fundamental Research Fund of Shandong University

Fundamental Research Funds for Central Universities

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference21 articles.

1. Probability inequalities for the sum of independent random variables;Bennett;J. Amer. Statist. Assoc.,1962

2. On the probability of large deviations from the expectation for sums of bounded independent random variables;Bennett;Biometrika,1963

3. An inequality for tail probabilities of martingales with differences bounded from one side;Bentkus;J. Theoret. Probab.,2003

4. On Hoeffding’s inequalities;Bentkus;Ann. Probab.,2004

5. Concentration inequalities for sums and martingales;Bercu,2015

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1. Distributed Average Consensus of Stochastic Singularly Perturbed Systems;IEEE Transactions on Control of Network Systems;2023-12

2. Exponential Inequality of Marked Point Processes;Mathematics;2023-02-09

3. On De la Peña Type Inequalities for Point Processes;Mathematics;2022-06-17

4. Freedman Inequality in Noncommutative Probability Spaces;Complex Analysis and Operator Theory;2022-02-07

5. Exponential concentration inequalities for purely discontinuous martingales;SCIENTIA SINICA Mathematica;2021-03-08
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