Extensions of the Hoeffding-Azuma inequalities

DOI10.1214/ECP.V18-2690MaRDI QIDQ743022zbMATH OpenFDO

Authors Emmanuel Rio

Publication date 22 September 2014

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

zbMATH Keywords

Hoeffding inequalitydiscrete time martingalesAzuma inequalityMcDiarmid inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Hoeffding's inequality for supermartingales
• On Hoeffding's inequalities.
• scientific article; zbMATH DE number 1944029
• Addendum to ``An extension of an inequality of Hoeffding to unbounded random variables: The non-i.i.d. case
• An extension of the Hoeffding inequality to unbounded random variables

Cited in

(7)

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

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