Internet Mathematics

Concentration inequalities and martingale inequalities: a survey

Fan Chung and Linyuan Lu

Full-text: Open access

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.


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