加载中…
2011-09-20
Hoeffding's inequality for supermartingales
Xiequan FanIon GramaQuansheng Liu
文献摘要
We give an extension of Hoeffding’s inequality to the case of supermartingales with differences bounded from above. Our inequality strengthens or extends the inequalities of Freedman, Bernstein, Prohorov, Bennett and Nagaev.
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