New deviation inequalities for martingales with bounded increments

DOI10.1016/j.spa.2016.09.003zbMath1373.60049OpenAlexW2524805217MaRDI QIDQ529436

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

zbMATH Keywords

Bennett inequalityHoeffding inequalitydeviation inequalitiesbounded differences inequalityFreedman inequalitymartingales with bounded increments

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items (1)

Bernstein type inequalities for self-normalized martingales with applications

Cites Work

• Hoeffding's inequality for supermartingales
• Extensions of the Hoeffding-Azuma inequalities
• An inequality for tail probabilities of martingales with differences bounded from one side
• On Hoeffding's inequalities.
• On the Bennett-Hoeffding inequality
• Probability Inequalities for the Sum of Independent Random Variables
• Concentration Inequalities for Sums and Martingales
• Probability Inequalities for Sums of Bounded Random Variables
• A one-sided probability inequality for the sum of independent, bounded random variables

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