Azuma-Hoeffding bounds for a class of urn models

DOI10.1016/j.spl.2023.109940zbMath1528.60026arXiv2210.17059OpenAlexW4386913794MaRDI QIDQ6067026

Amites Dasgupta

Publication date: 14 December 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.17059

zbMATH Keywords

martingaleslarge deviationurn modelsAzuma inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Combinatorial probability (60C05) Large deviations (60F10)

Cites Work

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• Randomized urn models revisited using stochastic approximation
• Strong laws for urn models with balanced replacement matrices
• Non-negative matrices and Markov chains. 2nd ed
• Central limit theorems for urn models
• Large deviations for martingales via Cramér's method
• Rate of convergence and large deviation for the infinite color Pólya urn schemes
• Large deviations for generalized Polya urns with arbitrary urn function
• Central limit theorems for a class of irreducible multicolor urn models
• Functional limit theorems for multitype branching processes and generalized Pólya urns.
• Fully Analyzing an Algebraic Pólya Urn Model
• Polya Urn Models
• On martingale tail sums in affine two-color urn models with multiple drawings
• Linear de-preferential urn models

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