Internet Mathematics
- Internet Math.
- Volume 3, Number 1 (2006), 79-127.
Concentration inequalities and martingale inequalities: a survey
Fan Chung and Linyuan Lu
Abstract
We examine a number of generalized and extended versions of concentration inequalities and martingale inequalities. These inequalities are effective for analyzing processes with quite general conditions as illustrated in an example for an infinite Polya process and web graphs.
Article information
Source
Internet Math. Volume 3, Number 1 (2006), 79-127.
Dates
First available in Project Euclid: 30 March 2007
Permanent link to this document
https://projecteuclid.org/euclid.im/1175266369
Mathematical Reviews number (MathSciNet)
MR2283885
Zentralblatt MATH identifier
1111.60010
Subjects
Primary: 60E15: Inequalities; stochastic orderings
Secondary: 60G42: Martingales with discrete parameter
Citation
Chung, Fan; Lu, Linyuan. Concentration inequalities and martingale inequalities: a survey. Internet Math. 3 (2006), no. 1, 79--127. https://projecteuclid.org/euclid.im/1175266369.
