Hoeffding’s inequality for supermartingales
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References listed on IDEAS
- Liu, Quansheng & Watbled, Frédérique, 2009. "Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3101-3132, October.
- Lesigne, Emmanuel & Volný, Dalibor, 2001. "Large deviations for martingales," Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 143-159, November.
- Dzhaparidze, K. & van Zanten, J. H., 2001. "On Bernstein-type inequalities for martingales," Stochastic Processes and their Applications, Elsevier, vol. 93(1), pages 109-117, May.
- Grama, Ion & Haeusler, Erich, 2000. "Large deviations for martingales via Cramér's method," Stochastic Processes and their Applications, Elsevier, vol. 85(2), pages 279-293, February.
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- Dedecker, Jérôme & Fan, Xiequan, 2015. "Deviation inequalities for separately Lipschitz functionals of iterated random functions," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 60-90.
- repec:eee:stapro:v:127:y:2017:i:c:p:158-164 is not listed on IDEAS
- Rio, Emmanuel, 2017. "New deviation inequalities for martingales with bounded increments," Stochastic Processes and their Applications, Elsevier, vol. 127(5), pages 1637-1648.
More about this item
KeywordsConcentration inequalities; Hoeffding’s inequality; Freedman’s inequality; Bennett’s inequality; Martingales; Supermartingales;
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