Abstract
In this paper we give extensions of the Hoeffding-Azuma inequalities for weighted sums of uniformly bounded martingale differences.
Citation
Emmanuel Rio. "Extensions of the Hoeffding-Azuma inequalities." Electron. Commun. Probab. 18 1 - 6, 2013. https://doi.org/10.1214/ECP.v18-2690
Information
Accepted: 6 July 2013; Published: 2013
First available in Project Euclid: 7 June 2016
zbMATH: 1300.60036
MathSciNet: MR3078017
Digital Object Identifier: 10.1214/ECP.v18-2690
Subjects:
Primary:
60E15
Keywords:
Azuma inequality
,
Discrete time martingales
,
Hoeffding inequality
,
McDiarmid inequality
