Open Access
2006 Concentration inequalities and martingale inequalities: a survey
Fan Chung, Linyuan Lu
Internet Math. 3(1): 79-127 (2006).


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.


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Fan Chung. Linyuan Lu. "Concentration inequalities and martingale inequalities: a survey." Internet Math. 3 (1) 79 - 127, 2006.


Published: 2006
First available in Project Euclid: 30 March 2007

zbMATH: 1111.60010
MathSciNet: MR2283885

Primary: 60E15
Secondary: 60G42

Rights: Copyright © 2006 A K Peters, Ltd.

Vol.3 • No. 1 • 2006
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