| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156661 | Stochastic Processes and their Applications | 2012 | 15 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Xiequan Fan, Ion Grama, Quansheng Liu,