An extension of the Hoeffding inequality to unbounded random variables

DOI10.1007/s10986-008-9007-7zbMath1153.60009OpenAlexW2049097747MaRDI QIDQ946139

Vidmantas Bentkus

Publication date: 22 September 2008

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-008-9007-7

zbMATH Keywords

supermartingalesbounded and unbounded random variablesbounds for tail probabilitiesHoeffding's inequalitiesprobabilities of large deviations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (7)

Addendum to ``An extension of an inequality of Hoeffding to unbounded random variables: The non-i.i.d. case ⋮ Concentration inequalities for separately convex functions ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ A Hoeffding's inequality for uniformly ergodic diffusion process ⋮ Concentration inequalities for suprema of unbounded empirical processes ⋮ Localization game for random geometric graphs ⋮ On Treewidth and Related Parameters of Random Geometric Graphs

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