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
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
Journal title :
Stochastic Processes and their Applications
