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Concentration inequalities for vector-valued martingales
Tomas Juškevičius, Matas Šileikis
Source abstract
In this paper, we establish several deviation inequalities for the norms of vector-valued martingales, achieving bounds of the same quality as those available in the classical one-dimensional setting. Our results extend and refine previous work by Pinelis (1994) and Hayes (2005) in this area.
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