List of publications devoted to Martingales

1. Doob J. L.
   Stochastic processes, Wiley, New Yok, 1953.
   
   
2. Burkholder D. I.
   Martingale transforms.
   Ann. Math. Stat., 37 (1966), 1494-1504.
   
   
3. Marcinkiewicz J. and Zygmund A.
   Quelques theorems sur les fonctions independantes.
   Studia Math., 7 (1938), 104-120.
   
   
4. Burkholder D. I.
   Distribution function inequalities for martingales.
   Ann. Probab., 1 (1973), 19-42.
   
   
5. Rosenthal H. P.
   On the subspaces of L_p (p > 2) spanned by sequences of independent random variables.
   Israel J. Math., 8 (1970), 273-303.
   
   
6. Hitchenko P.
   Best constants in martingale version of Rosenthal's inequality.
   Ann. Probab., 18 (1990), No 4, 1656-1668.
   
   
7. Nagaev S. V.
   On probability and moment inequalities for supermartingales and martingales.
   Acta Appl. Math., 79 (2003), No 1-2, 35-46. PDF
   
   
8. Nagaev S. V.
   On probability and moment inequalities for supermartingales and martingales.
   Acta Appl. Math., 97 (2007), 151-162. PDF
   
   
9. Presman E. L.
   Estimate of the constanr in Burkholder's inequality for supermartingales and martingales.
   Teor. Veroyatn. i Primen., 2008, 53, N 1, 172-177. (In Russian)
   
   
10. Peshkir G., Shiryaev A. N.
    Khinchin's inequalities and martingale extension of its action area.
    Uspekhi mathem. nauk, 1995, 50, N 5, 3-62. (In Russian)
    
    
11. Steiger W.
    A best possible Kolmogorov type inequality for martingales and characteristic property.
    Ann. Math. Statist., 40 (1969), No 3, 764-769.
    
    
12. Azuma K.
    Weighted sums of certain dependent random variables.
    Tôhoku Math. J., 19 (1967), 357-367.
    
    
13. Pinelis I. F.
    Optimum bounds for the distributions of martingales in Banach spaces.
    Ann. Probab., 22 (1994), No 4, 1679-1706.
    
    
14. Van de Geer S.
    Exponential inequalities for martingales with applications to maximum likelihood estimation for counting process.
    Ann. Statist., 23 (1995), No 5, 1779-1801.
    
    
15. De la Peña V. H.
    A general class of exponential inequalities for martingales and ratios.
    Ann. Probab., 27 (1999), No 1, 537-564.
    
    
16. Dzhaparidze K., Van Zanten J. H.
    On Bernstein-type inequalities for martingales.
    Stochastic Process. Appl., 93 (2001), No 1, 109-117.
    
    
17. Lesigne E., Volny D.
    Large deviations for martingales.
    Stochastic Process. Appl., 96 (2001), No 1.
    
    
18. Bentkus V.
    On Hoeffding's inequalities.
    Ann. Probab., 32 (2004), No 2, 1650-1673.
    
    
19. Nagaev S. V.
    On probability and moment inequalities for supermartingales and martingales.
    Theory Probab. Appl., 2007, 51, No 2, 367-377. PDF
    Original Russian Text@Teor. Veroyatn. i Primen., 2006, 51, No 2, 391-399.
    
    
20. Fuk D. Kh., Nagaev S. V.
    Probability inequalities for sums of independent random variables.
    Theory Probab. Appl., 1971, 16, No 4, 643-660 PDF
    Original Russian Text@Teor. Verojatn. i Primen., 1971, 16, No 4, 660-675
    
    
21. Fuk D. Kh.
    Some probability inequalities for martingales.
    Sibirskii matem. journal, 1973, 14, 185-193. (In Russian)
    
    
22. Yurinsky V. V.
    Exponential estimates for large deviations.
    Teor. Verojatn. i Primen., 1974, 19, N 1, 152-154. (In Russian)
    
    
23. Nagaev S. V., Pinelis I. F.
    On large deviations for sums of independent Banach-valued random variables.
    Abst. Comm. II Vilnius Conf. Probab. Theory and Math. Statist. Vilnius, 1977, 2, 66-67. (In Russian) PDF
    
    
24. Volodin N. A., Morozova L. N.
    Some estimates of probabilities of large deviations for martingales and sums of random vectors.
    Probabilistic processes and mathematical statistics. Tashkent: Fan, 1978, 35-43. (In Russian)
    
    
25. Nagaev S. V., Vakhtel' V. I.
    Probability inequalities for a critical Galton-Watson process.
    Theory Probab. Appl., 2006, 50, No 2, 225-247. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 2005, 50, No 2, 266-291.
    
    
26. Dehling H., Utev S. A.
    An exponential inequality for martingales.
    Siberian Adv. Math., 3 (1993), No 3, pp. 197-203.
    
    
27. Haeusler E.
    An exact rate of convergence in the functional central limit theorem for special martingale dierence arrays.
    Z. Wahrsch. Verw. Gebiete, 65 (1984), No 4, 523-534.
    
    
28. Kubilius K., Mémin J. Inégalité exponentielle pour les martingales locales.
    C. R. Acad. Sci. Paris, 319 (1994), No 7, 733-738.
    
    
29. Courbot B.
    Rates of convergence in the functional CLT for martingales.
    C. R. Acad. Sci. Paris, 328 (1999), No 6, 509-513.
    
    
30. Nagaev S. V.
    Large deviations of sums of independent random variables.
    Ann. Probab., 7 (1979), No 5, 745-789. PDF
    
    
31. Nagaev S. V.
    Probability inequalities for the sums of independent random variables in a Banach space.
    Sib. Math. J., 1988, 652-664. PDF
    Original Russian Text @ Sib. Mat. Zh., 1987, 28, No 4, 171-184.
    
    
32. Nagaev S. V.
    Probability inequalities for sums of independent random variables taking values in a Banach space.
    In: Limit Theorems of Probability Theory and Related Topics.
    Proc. Inst. Math. Sib. Branch USSR Acad. Sci., 1982, 1, 159-167. PDF (In Russian)
    
    
33. Nagaev S. V.
    On probability and moment inequalities for dependent random variables.
    Theory Probab. Appl., 2000, 45, No 1, 152-160. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 2000, 45, No 1, 194-202.
    
    
34. Nagaev S. V., Pinelis I. F.
    Some inequalities for the distributions of sums of independent random variables.
    Probab. Appl., 1977, 22, No 2, 248-256. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1977, 22, No 2, 254-263.
    
    
35. Ibragimov R., Sharakhmetov Sh.
    Sharp constant in the Rosenthal inequality for random variables with mean zero.
    Teor. Verojatn. i Primen., 2001, 46, N 1, 134-138. (In Russian)
    
    
36. Whittle P.
    Bounds for the moments of linear and quadratic forms in independent variables.
    Teor. Verojatn. i Primen., 1960, 5, N3, 331-334.
    
    
37. Dharmadhikari S. W., Jogdeo K.
    Bounds on moments of certain random variables.
    Ann. Math. Statist., 1969, 40, N4, 1506-1508.
    
    
38. Petrov V. V.
    Limit theorems for sums of independent random variables.
    Moscow, Nauka, 1987. (In Russian)
    
    
39. Shiryaev A. N.
    Probability.
    Moscow, Nauka, 1989. (In Russian)
    
    
40. Vatutin V. A., Topchii V. A.
    Maximum of critical processes of Galton-Watson and continuous from the left random walk.
    Teor. Verojatn. i Primen., 1997, 42, N1, 21-34. (In Russian)
    
    
41. Hitchenko P.
    Upper bounds for the L_p-norms of martingales.
    Probab. Theory Related Fields, 86 (1990), No 2, 225-238.
    
    
42. Ibragimov R., Sharakhmetov Sh.
    On sharp constant in the Rosenthal inequality.
    Teor. Verojatn. i Primen., 1977, 42, N 2, 341-350.
    
    
43. Johnson W. B., Schechtman G., and Zinn J.
    Best constants in moment inequalities for linear combinations of independent and exchangeable random variables.
    Ann. Probab., 13 (1985), No1, 234-253.
    
    
44. Nagaev S. V.
    Some refinements of probabilistic and moment inequalities.
    Theory Probab. Appl., 1997, 42, No 4, 707-713. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1997, 42, No 4, 832-838.