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PreprintCC BY 4.0arXiv

Concentration inequalities for vector-valued martingales

  • Tomas Juškevičius
  • Matas Šileikis
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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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Cite

BibTeXRIS
BibTeX
@misc{juskevicius2026concentration,
  title = {{Concentration inequalities for vector-valued martingales}},
  author = {Tomas Juškevičius and Matas Šileikis},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.31449},
  eprint = {2610.31449},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.31449},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Concentration inequalities for vector-valued martingales
AU  - Tomas Juškevičius
AU  - Matas Šileikis
PY  - 2026
DA  - 2026/10/22
PB  - arXiv
DO  - 10.48550/arxiv.2610.31449
UR  - https://arxiv.org/abs/2610.31449
AB  - 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.
ER  -