Azuma-Hoeffding bounds for a class of urn models

DOI10.1016/J.SPL.2023.109940MaRDI QIDQ6067026zbMATH OpenOpenAlexFDO

Authors Amites Dasgupta

Publication date 14 December 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2210.17059

zbMATH Keywords

Azuma inequalitylarge deviationmartingalesurn models

Mathematics Subject Classification ID

Combinatorial probability (60C05) Inequalities; stochastic orderings (60E15) Large deviations (60F10) Martingales with discrete parameter (60G42)

Abstract: We obtain Azuma bounds for the probabilities of being away from the limit for a class of urn models. The method consists of relating the variables to certain linear combinations using eigenvectors of the replacement matrix, thus bringing in appropriate martingales. Some cases of repeated eigenvalues are also considered using Jordan vectors.

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