Extensions of the Hoeffding-Azuma inequalities
@article{ECP2690,
author = {Emmanuel Rio},
title = {Extensions of the Hoeffding-Azuma inequalities},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {18},
year = {2013},
keywords = {Hoeffding inequality, Azuma inequality, Discrete time martingales, McDiarmid inequality},
abstract = { In this paper we give extensions of the Hoeffding-Azuma inequalities for weighted sums of uniformly bounded martingale differences.
},
pages = {no. 54, 1-6},
issn = {1083-589X},
doi = {10.1214/ECP.v18-2690},
url = {http://ecp.ejpecp.org/article/view/2690}}