Title of article
Hoeffding’s inequality for supermartingales
Author/Authors
Fan، نويسنده , , Xiequan and Grama، نويسنده , , Ion and Liu، نويسنده , , Quansheng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
15
From page
3545
To page
3559
Abstract
We give an extension of Hoeffding’s inequality to the case of supermartingales with differences bounded from above. Our inequality strengthens or extends the inequalities of Freedman, Bernstein, Prohorov, Bennett and Nagaev.
Keywords
Hoeffding’s inequality , Concentration inequalities , Freedman’s inequality , Bennett’s inequality , martingales , Supermartingales
Journal title
Stochastic Processes and their Applications
Serial Year
2012
Journal title
Stochastic Processes and their Applications
Record number
1578709
Link To Document