Hoeffding's inequality for supermartingales
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Publication:449236
DOI10.1016/j.spa.2012.06.009zbMath1267.60045arXiv1109.4359OpenAlexW1987613448MaRDI QIDQ449236
Xiequan Fan, Quan-sheng Liu, I. G. Grama
Publication date: 12 September 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.4359
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)
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