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Azuma's inequality · Vinony

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EntityQ2410467· pop 6· linked from 18 articles

Azuma's inequality

probabilistic inequality applying to martingales with bounded differences

Connections

Sergei Natanovich Bernstein

International Standard Book Number

Categories

Martingale theory Probabilistic inequalities

Sources

wikipedia.externallinksexternallink

real number

Entity

digital object identifier

probability theory

exponential decay

Mathematical Reviews

randomized algorithm

measurable function

Boole's inequality

Wassily Hoeffding

Bernstein inequalities

Predictable process

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What links here18 pages

Bernstein inequalities

Hoeffding's inequality

concentration inequality

Doob martingale

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