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}}