Tail bound for a martingale Thanks. How do you deduce that this is smaller than $X_0/k$? This implies that $X_0\geqslant 0$ which is not the case in general. But as I understand it is true in your situation.

Aug
24

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Tail bound for a martingale Maybe it is standard, but what do you exactly denote by $D^2(\cdot) (I mean in terms of conditional expectation)?