Azuma's inequality

GPTKB entity

Statements (17)
Predicate Object
gptkbp:instanceOf gptkb:inequality
gptkbp:appliesTo martingales
gptkbp:assumes bounded differences
gptkbp:field gptkb:probability_theory
statistics
gptkbp:generalizes gptkb:Hoeffding's_inequality
https://www.w3.org/2000/01/rdf-schema#label Azuma's inequality
gptkbp:introducedIn 1967
gptkbp:namedAfter Kazuoki Azuma
gptkbp:originalPaperTitle Weighted sums of certain dependent random variables
gptkbp:publishedIn Tôhoku Mathematical Journal
gptkbp:relatedTo gptkb:Chernoff_bound
McDiarmid's inequality
gptkbp:type concentration inequality
gptkbp:usedFor bounding probability of large deviations
gptkbp:bfsParent gptkb:Bernstein's_inequality
gptkbp:bfsLayer 6