An inequality for tail probabilities of martingales with differences bounded from one side
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Publication:1868450
DOI10.1023/A:1022234622381zbMath1019.60037OpenAlexW148829298MaRDI QIDQ1868450
Publication date: 27 April 2003
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022234622381
inequalitiesmartingaleLipschitz functionsproduct spacesbounds for tail probabilitiesHoeffding's inequalitiesprobabilities of large deviationsbounded differences and random variablesAzuma's inequalitymeasure concentration phenomena
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