Extensions of the Hoeffding-Azuma inequalities
نویسنده
چکیده
In this paper we give extensions of the Hoeffding-Azuma inequalities for weighted sums of uniformly bounded martingale differences. Our results improve previous results of Antonov (1979).
منابع مشابه
Concentration Inequalities
1.1. Azuma-Hoeffding Inequality. Concentration inequalities are inequalities that bound probabilities of deviations by a random variable from its mean or median. Our interest will be in concentration inequalities in which the deviation probabilities decay exponentially or superexponentially in the distance from the mean. One of the most basic such inequality is the Azuma-Hoeffding inequality fo...
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