Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Bounds for tail probabilities of martingales using skewness and kurtosis   Let $M_n= \fsu X1n$ be a sum of independent random variables such that $
X_k\leq 1$, $\E X_k =0$ and $\E X_k^2=\s_k^2$ for all $k$. Hoeffding 1963,
Theorem 3, proved that $$\P{M_n \geq nt}\leq H^n(t,p),\quad H(t,p)=
\bgl(1+qt/p\bgr)^{p +qt} \bgl({1-t}\bgr)^{q -qt}$$ with $$q=\ffrac
1{1+\s^2},\quad p=1-q, \quad \s^2 =\ffrac {\s_1^2+...+\s_n^2}n,\quad 0<t<1.$$
Bentkus 2004 improved Hoeffding's inequalities using binomial tails as upper
bounds. Let $\ga_k =\E X_k^3/\s_k^3$ and $ \vk_k= \E X_k^4/\s_k^4$ stand for
the skewness and kurtosis of $X_k$. In this paper we prove (improved)
counterparts of the Hoeffding inequality replacing $\s^2$ by certain functions
of $\fs \ga 1n$ respectively $\fs \vk 1n$. Our bounds extend to a general
setting where $X_k$ are martingale differences, and they can combine the
knowledge of skewness and/or kurtosis and/or variances of ~$X_k$. Up to factors
bounded by $e^2/2$ the bounds are final. All our results are new since no
inequalities incorporating skewness or kurtosis control so far are known.

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The categories of this paper are: astro-ph
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The categories of this paper are: hep-ex
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The categories of this paper are: chao-dyn
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The categories of this paper are: ao-sci
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The categories of this paper are: stat
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The categories of this paper are: nucl-th
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The categories of this paper are: comp-gas
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The categories of this paper are: cmp-lg
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The categories of this paper are: nucl-ex
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The categories of this paper are: math-ph
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The categories of this paper are: q-fin
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-lat
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The categories of this paper are: funct-an
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The categories of this paper are: plasm-ph
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The categories of this paper are: nlin