Extensions of the Hoeffding-Azuma inequalities

DOI10.1214/ECP.V18-2690zbMATH Open1300.60036MaRDI QIDQ743022FDOQ743022

Authors: Emmanuel Rio 

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

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zbMATH Keywords

Hoeffding inequalitydiscrete time martingalesAzuma inequalityMcDiarmid inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cited In (7)

• Pseudo-LYM inequalities and AZ identities
• Exponential inequalities for nonstationary Markov chains
• New insights on concentration inequalities for self-normalized martingales
• New deviation inequalities for martingales with bounded increments
• Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
• Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods
• Hoeffding's inequality for sums of dependent random variables

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