Electronic Communications in Probability

Extensions of the Hoeffding-Azuma inequalities

Emmanuel Rio

Full-text: Open access

Abstract

In this paper we give extensions of the Hoeffding-Azuma inequalities for weighted sums of uniformly bounded martingale differences.

Article information

Source
Electron. Commun. Probab., Volume 18 (2013), paper no. 54, 6 pp.

Dates
Accepted: 6 July 2013
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465315593

Digital Object Identifier
doi:10.1214/ECP.v18-2690

Mathematical Reviews number (MathSciNet)
MR3078017

Zentralblatt MATH identifier
1300.60036

Subjects
Primary: 60E15: Inequalities; stochastic orderings

Keywords
Hoeffding inequality Azuma inequality Discrete time martingales McDiarmid inequality

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Rio, Emmanuel. Extensions of the Hoeffding-Azuma inequalities. Electron. Commun. Probab. 18 (2013), paper no. 54, 6 pp. doi:10.1214/ECP.v18-2690. https://projecteuclid.org/euclid.ecp/1465315593


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References

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