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2013 Extensions of the Hoeffding-Azuma inequalities
Emmanuel Rio
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Electron. Commun. Probab. 18: 1-6 (2013). DOI: 10.1214/ECP.v18-2690

Abstract

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

Citation

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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

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