Concentration inequalities and martingale inequalities: a survey

Fan Chung; Linyuan Lu

doi:im/1175266369

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2006 Concentration inequalities and martingale inequalities: a survey

Fan Chung, Linyuan Lu

Internet Math. 3(1): 79-127 (2006).

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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.