Concentration inequalities and martingale inequalities: a survey
Chung, Fan ; Lu, Linyuan
Internet Math., Tome 3 (2006) no. 1, p. 79-127 / Harvested from Project Euclid
We examine a number of generalized and extended versions of concentration inequalities and martingale inequalities. These inequalities are effective for analyzing processes with quite general conditions as illustrated in an example for an infinite Polya process and web graphs.
Publié le : 2006-05-14
Classification:  60E15,  60G42
@article{1175266369,
     author = {Chung, Fan and Lu, Linyuan},
     title = {Concentration inequalities and martingale inequalities: a survey},
     journal = {Internet Math.},
     volume = {3},
     number = {1},
     year = {2006},
     pages = { 79-127},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175266369}
}
Chung, Fan; Lu, Linyuan. Concentration inequalities and martingale inequalities: a survey. Internet Math., Tome 3 (2006) no. 1, pp.  79-127. http://gdmltest.u-ga.fr/item/1175266369/