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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}}