New deviation inequalities for martingales with bounded increments
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Publication:529436
DOI10.1016/J.SPA.2016.09.003zbMATH Open1373.60049OpenAlexW2524805217MaRDI QIDQ529436FDOQ529436
Authors: Emmanuel Rio 
Publication date: 18 May 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2016.09.003
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Cites Work
- Probability Inequalities for Sums of Bounded Random Variables
- Probability Inequalities for the Sum of Independent Random Variables
- On the Bennett-Hoeffding inequality
- On Hoeffding's inequalities.
- Hoeffding's inequality for supermartingales
- An inequality for tail probabilities of martingales with differences bounded from one side
- Concentration inequalities for sums and martingales
- A one-sided probability inequality for the sum of independent, bounded random variables
- Extensions of the Hoeffding-Azuma inequalities
Cited In (3)
- Some bounds on the deviation probability for sums of nonnegative random variables using upper polynomials, moment and probability generating functions
- Deviation probability bounds for fractional martingales and related remarks
- Bernstein type inequalities for self-normalized martingales with applications
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