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Extensions of the Hoeffding-Azuma inequalities


 
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1. Title Title of document Extensions of the Hoeffding-Azuma inequalities
 
2. Creator Author's name, affiliation, country Emmanuel Rio; University of Versailles; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Hoeffding inequality, Azuma inequality, Discrete time martingales, McDiarmid inequality
 
3. Subject Subject classification 60E15
 
4. Description Abstract

In this paper we give extensions of the Hoeffding-Azuma inequalities for weighted sums of uniformly bounded martingale differences.
 
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6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-07-06
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2690
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2690
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
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