English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

In this paper non-asymptotic exponential and moment estimates are derived fortail of distribution for discrete time martingale under norming sequence 1/n,as in the classical Law of Large Numbers (LLN), by means of martingaledifferences as a rule in the terms of unconditional moments and tails ofdistributions of summands.  We show also the exactness of obtained estimations.

Tail estimates for martingale under "LLN" norming sequence